+145.0%
TRV vs WAB
+167.4%
-22.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +1.7% | -4.1% | +5.8% | +2.7% |
| 3M | +23.9% | +8.2% | +15.7% | +21.2% |
| 6M | +26.3% | +15.4% | +10.9% | +21.0% |
| YTD | +30.8% | +33.1% | -2.3% | +20.2% |
| 1Y | +36.3% | +48.1% | -11.7% | +21.1% |
| 3Y | +145.0% | +167.7% | -22.7% | +74.6% |
| All | +145.0% | +167.4% | -22.4% | +74.6% |
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