+328.6%
TMO vs WAB
+296.8%
+31.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +1.1% | -4.1% | +5.2% | +2.1% |
| 3M | +28.3% | +8.2% | +20.2% | +25.6% |
| 6M | +23.3% | +15.4% | +7.9% | +18.5% |
| YTD | +5.5% | +33.1% | -27.7% | -2.3% |
| 1Y | +24.5% | +48.1% | -23.5% | +12.3% |
| 3Y | +19.6% | +167.7% | -148.2% | -6.4% |
| 5Y | +8.1% | +225.7% | -217.6% | -19.3% |
| All | +328.6% | +296.8% | +31.8% | +185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling