+3,502.6%
WAB vs TDY
+6,954.6%
-3,452.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | +0.2% | -1.8% | +2.1% | +0.9% |
| 30D | -4.6% | -13.8% | +9.2% | +0.8% |
| 3M | +5.6% | -3.9% | +9.5% | +7.1% |
| 6M | +13.8% | -9.0% | +22.8% | +17.8% |
| YTD | +31.9% | +16.5% | +15.3% | +24.3% |
| 1Y | +48.3% | +9.3% | +39.0% | +43.0% |
| 3Y | +167.1% | +45.1% | +122.0% | +129.8% |
| 5Y | +222.9% | +35.0% | +187.9% | +184.0% |
| 10Y | +289.9% | +469.0% | -179.1% | +111.7% |
| All | +3,502.6% | +6,954.6% | -3,452.0% | +1,198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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