+240.4%
TPR vs WAB
+222.7%
+17.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -2.3% | -3.2% | +0.9% | 0.0% |
| 30D | -23.0% | -4.4% | -18.5% | -20.7% |
| 3M | -12.5% | +7.9% | -20.3% | -18.4% |
| 6M | -21.4% | +8.7% | -30.1% | -27.2% |
| YTD | -3.5% | +33.0% | -36.5% | -23.2% |
| 1Y | +17.4% | +46.7% | -29.3% | -13.3% |
| 3Y | +291.3% | +153.0% | +138.3% | +77.9% |
| All | +240.4% | +222.7% | +17.7% | +20.4% |
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