+66.1%
T vs WAB
+231.1%
-165.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.5% | +1.7% | -3.2% | -1.8% |
| 30D | +7.6% | -2.4% | +10.0% | +8.0% |
| 3M | +15.3% | +9.7% | +5.6% | +13.7% |
| 6M | -8.5% | +16.5% | -25.0% | -10.7% |
| YTD | +6.8% | +33.7% | -27.0% | +2.0% |
| 1Y | -7.2% | +49.7% | -56.9% | -13.1% |
| 3Y | +108.2% | +170.9% | -62.7% | +67.7% |
| 5Y | +66.1% | +228.0% | -162.0% | +23.4% |
| All | +66.1% | +231.1% | -165.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling