+389.7%
TPR vs WAB
+305.5%
+84.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.7% | -1.0% |
| 7D | +12.7% | +4.0% | +8.7% | +9.2% |
| 30D | +17.1% | +4.5% | +12.6% | +13.0% |
| 3M | -15.9% | +2.3% | -18.2% | -18.0% |
| 6M | +2.6% | +12.5% | -9.9% | -7.4% |
| YTD | +7.5% | +40.2% | -32.7% | -16.7% |
| 1Y | +32.9% | +45.2% | -12.3% | +0.5% |
| 3Y | +413.8% | +171.8% | +242.0% | +145.1% |
| 5Y | +263.9% | +217.6% | +46.3% | +55.2% |
| 10Y | +389.7% | +285.3% | +104.4% | +56.3% |
| All | +389.7% | +305.5% | +84.3% | +56.3% |
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 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