+193.7%
WAB vs TLN
+583.6%
-389.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.0% | +0.1% |
| 7D | -3.2% | +7.1% | -10.3% | -4.3% |
| 30D | -4.4% | -3.9% | -0.5% | -4.0% |
| 3M | +7.9% | -16.2% | +24.0% | +10.4% |
| 6M | +8.7% | -5.8% | +14.5% | +8.8% |
| YTD | +33.0% | -15.4% | +48.4% | +34.5% |
| 1Y | +46.7% | -16.7% | +63.3% | +48.0% |
| 3Y | +153.0% | +473.8% | -320.8% | +83.2% |
| All | +193.7% | +583.6% | -389.9% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling