-22.5%
TNA vs WAB
+220.1%
-242.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -2.9% |
| 7D | -7.6% | -0.2% | -7.4% | -7.2% |
| 30D | -13.6% | -5.9% | -7.8% | -4.2% |
| 3M | +2.8% | +9.4% | -6.5% | -16.2% |
| 6M | +34.5% | +13.8% | +20.7% | +1.8% |
| YTD | +41.0% | +31.8% | +9.3% | -18.6% |
| 1Y | +52.0% | +48.5% | +3.5% | -29.1% |
| 3Y | +103.5% | +167.0% | -63.5% | -66.8% |
| 5Y | -22.5% | +222.3% | -244.9% | -89.9% |
| All | -22.5% | +220.1% | -242.7% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling