+12,981.4%
TDG vs WAB
+1,822.1%
+11,159.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | -0.9% | +1.7% | -2.6% | -1.7% |
| 30D | -6.5% | -2.4% | -4.1% | -5.5% |
| 3M | -5.1% | +9.7% | -14.7% | -9.6% |
| 6M | -11.5% | +16.5% | -28.1% | -18.4% |
| YTD | -13.9% | +33.7% | -47.6% | -25.8% |
| 1Y | -11.5% | +49.7% | -61.1% | -28.0% |
| 3Y | +53.7% | +170.9% | -117.3% | -7.4% |
| 5Y | +135.5% | +228.0% | -92.5% | +29.0% |
| 10Y | +535.2% | +284.8% | +250.4% | +203.0% |
| All | +12,981.4% | +1,822.1% | +11,159.4% | +3,002.8% |
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