+29.9%
TPR vs WAB
+45.2%
-15.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.7% | +0.3% |
| 7D | +12.7% | +4.0% | +8.7% | +10.3% |
| 30D | +17.1% | +4.5% | +12.6% | +14.3% |
| 3M | -15.9% | +2.3% | -18.2% | -17.2% |
| 6M | +2.6% | +12.5% | -9.9% | -5.9% |
| YTD | +7.5% | +40.2% | -32.7% | -16.0% |
| All | +29.9% | +45.2% | -15.3% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling