+293.8%
TRV vs WAB
+292.7%
+1.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -1.8% | -5.9% | +4.1% | +0.2% |
| 3M | +21.6% | +9.4% | +12.2% | +17.2% |
| 6M | +22.5% | +13.8% | +8.6% | +15.9% |
| YTD | +28.1% | +31.8% | -3.6% | +14.9% |
| 1Y | +37.0% | +48.5% | -11.5% | +17.4% |
| 3Y | +141.9% | +167.0% | -25.1% | +64.2% |
| 5Y | +158.5% | +222.3% | -63.8% | +60.8% |
| All | +293.8% | +292.7% | +1.2% | +103.1% |
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