+1,598.5%
TSM vs WAB
+288.7%
+1,309.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.3% |
| 7D | -2.1% | +4.0% | -6.1% | -3.4% |
| 30D | -12.5% | +6.3% | -18.9% | -14.5% |
| 3M | -5.0% | +3.3% | -8.3% | -6.1% |
| 6M | -3.2% | +14.5% | -17.7% | -8.4% |
| YTD | +31.5% | +42.7% | -11.2% | +14.2% |
| 1Y | +35.7% | +45.2% | -9.5% | +17.0% |
| 3Y | +323.5% | +173.8% | +149.7% | +191.4% |
| 5Y | +263.4% | +223.8% | +39.6% | +134.4% |
| 10Y | +1,598.5% | +280.5% | +1,318.0% | +836.8% |
| All | +1,598.5% | +288.7% | +1,309.8% | +836.8% |
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