+2,793.3%
TMO vs WAB
+4,056.8%
-1,263.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.8% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +1.0% | -4.6% | +5.6% | +2.1% |
| 3M | +22.7% | +5.6% | +17.1% | +20.8% |
| 6M | +19.0% | +13.8% | +5.2% | +14.8% |
| YTD | +4.7% | +31.9% | -27.1% | -2.6% |
| 1Y | +26.0% | +48.3% | -22.2% | +13.8% |
| 3Y | +18.0% | +167.1% | -149.1% | -8.0% |
| 5Y | +8.0% | +222.9% | -214.9% | -20.0% |
| 10Y | +333.8% | +289.9% | +43.9% | +187.2% |
| All | +2,793.3% | +4,056.8% | -1,263.5% | +1,079.3% |
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