+396.8%
TPR vs WAB
+171.1%
+225.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -1.1% | +7.9% | -9.1% | -5.1% |
| 30D | +15.1% | +4.9% | +10.2% | +11.6% |
| 3M | -13.4% | +1.8% | -15.2% | -14.8% |
| 6M | +1.4% | +12.0% | -10.6% | -6.7% |
| YTD | +4.8% | +41.3% | -36.5% | -16.3% |
| 1Y | +29.2% | +43.8% | -14.6% | +2.1% |
| All | +396.8% | +171.1% | +225.7% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling