+44,543.7%
TJX vs WAB
+4,056.8%
+40,486.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -4.0% | +0.2% | -4.2% | -4.0% |
| 30D | -20.3% | -4.6% | -15.8% | -19.3% |
| 3M | -23.3% | +5.6% | -28.9% | -24.9% |
| 6M | -19.7% | +13.8% | -33.5% | -23.3% |
| YTD | -17.1% | +31.9% | -49.0% | -24.2% |
| 1Y | -8.8% | +48.3% | -57.1% | -19.6% |
| 3Y | +43.4% | +167.1% | -123.7% | +4.9% |
| 5Y | +95.2% | +222.9% | -127.7% | +34.1% |
| 10Y | +288.1% | +289.9% | -1.9% | +140.3% |
| All | +44,543.7% | +4,056.8% | +40,486.9% | +12,811.7% |
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