+161.1%
WAB vs TMF
-25.3%
+186.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +1.4% | +1.2% | +0.2% | +1.4% |
| 30D | +0.4% | +19.7% | -19.3% | -0.4% |
| 3M | -3.8% | -2.1% | -1.7% | -3.8% |
| 6M | +5.1% | -13.4% | +18.5% | +5.7% |
| YTD | +33.3% | -16.7% | +50.1% | +34.2% |
| 1Y | +39.8% | -23.3% | +63.2% | +41.0% |
| 3Y | +161.1% | -24.8% | +185.9% | +162.2% |
| All | +161.1% | -25.3% | +186.4% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling