+1,815.4%
TSM vs WAB
+282.7%
+1,532.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +4.8% | +0.2% | +4.5% | +4.7% |
| 30D | +4.0% | -4.6% | +8.6% | +6.0% |
| 3M | +2.0% | +5.6% | -3.7% | -0.5% |
| 6M | +25.5% | +13.8% | +11.7% | +19.0% |
| YTD | +44.0% | +31.9% | +12.1% | +29.0% |
| 1Y | +75.4% | +48.3% | +27.2% | +50.2% |
| 3Y | +406.7% | +167.1% | +239.6% | +253.8% |
| 5Y | +285.0% | +222.9% | +62.1% | +151.5% |
| 10Y | +1,815.4% | +289.9% | +1,525.5% | +981.9% |
| All | +1,815.4% | +282.7% | +1,532.7% | +981.9% |
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