+285.3%
WAB vs TMF
-83.0%
+368.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.2% |
| 7D | +4.0% | +0.6% | +3.4% | +4.0% |
| 30D | +4.5% | +16.3% | -11.8% | +6.1% |
| 3M | +2.3% | -2.7% | +5.0% | +2.2% |
| 6M | +12.5% | -13.2% | +25.6% | +11.1% |
| YTD | +40.2% | -16.7% | +56.9% | +38.0% |
| 1Y | +45.2% | -22.7% | +67.9% | +41.8% |
| 3Y | +171.8% | -26.1% | +197.9% | +168.9% |
| 5Y | +217.6% | -88.4% | +306.0% | +132.0% |
| 10Y | +285.3% | -81.8% | +367.1% | +229.3% |
| All | +285.3% | -83.0% | +368.3% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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