+49.7%
WAB vs TMF
-21.2%
+70.8%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | -2.4% | -1.8% | -0.6% | -2.2% |
| 3M | +9.7% | -8.2% | +17.9% | +11.0% |
| 6M | +16.5% | -19.5% | +36.0% | +17.8% |
| YTD | +33.7% | -16.0% | +49.7% | +36.1% |
| 1Y | +49.7% | -22.5% | +72.2% | +50.8% |
| All | +49.7% | -21.2% | +70.8% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling