+194.4%
WAB vs TLN
+630.2%
-435.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | +0.7% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | +0.4% | -10.5% | +10.9% | +2.0% |
| 3M | -3.8% | +0.1% | -3.9% | -4.5% |
| 6M | +5.1% | -17.4% | +22.5% | +7.1% |
| YTD | +33.3% | -9.7% | +43.0% | +32.8% |
| 1Y | +39.8% | -12.3% | +52.1% | +39.6% |
| 3Y | +161.1% | +528.3% | -367.2% | +84.4% |
| All | +194.4% | +630.2% | -435.8% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling