+3,159.2%
TRV vs WAB
+4,115.8%
-956.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.5% | +1.7% | -1.2% | +0.1% |
| 30D | -4.9% | -2.4% | -2.4% | -4.3% |
| 3M | +23.7% | +9.7% | +14.1% | +20.4% |
| 6M | +20.3% | +16.5% | +3.8% | +14.9% |
| YTD | +27.1% | +33.7% | -6.7% | +17.1% |
| 1Y | +35.3% | +49.7% | -14.3% | +20.9% |
| 3Y | +139.8% | +170.9% | -31.1% | +82.3% |
| 5Y | +153.9% | +228.0% | -74.2% | +82.0% |
| 10Y | +285.9% | +284.8% | +1.1% | +153.8% |
| All | +3,159.2% | +4,115.8% | -956.6% | +1,178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling