+895.8%
T vs WAB
+4,092.2%
-3,196.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.1% |
| 7D | -1.3% | -3.2% | +1.9% | -0.7% |
| 30D | +11.4% | -4.4% | +15.8% | +12.3% |
| 3M | +14.3% | +7.9% | +6.4% | +12.4% |
| 6M | -9.3% | +8.7% | -18.0% | -11.1% |
| YTD | +7.1% | +33.0% | -25.9% | +0.8% |
| 1Y | -9.1% | +46.7% | -55.7% | -16.2% |
| 3Y | +105.3% | +153.0% | -47.7% | +67.7% |
| 5Y | +66.8% | +222.3% | -155.5% | +28.5% |
| 10Y | +66.8% | +291.0% | -224.2% | +18.2% |
| All | +895.8% | +4,092.2% | -3,196.5% | +339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling