+377.9%
TPR vs WAB
+285.6%
+92.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -2.3% |
| 7D | +14.2% | +1.4% | +12.8% | +12.6% |
| 30D | +17.1% | +0.4% | +16.7% | +16.1% |
| 3M | -17.7% | -3.8% | -13.9% | -16.3% |
| 6M | -10.2% | +5.1% | -15.3% | -14.9% |
| YTD | +4.9% | +33.3% | -28.4% | -15.8% |
| 1Y | +36.1% | +39.8% | -3.7% | +5.7% |
| 3Y | +416.5% | +161.1% | +255.4% | +153.2% |
| 5Y | +254.8% | +209.5% | +45.3% | +54.0% |
| All | +377.9% | +285.6% | +92.3% | +57.9% |
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