+227.9%
WAB vs TMF
-87.5%
+315.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | -4.4% | -2.8% | -1.6% | -4.4% |
| 3M | +7.9% | -10.9% | +18.8% | +8.0% |
| 6M | +8.7% | -21.3% | +30.0% | +8.8% |
| YTD | +33.0% | -15.9% | +48.9% | +33.1% |
| 1Y | +46.7% | -15.7% | +62.4% | +46.8% |
| 3Y | +153.0% | -43.4% | +196.3% | +151.8% |
| All | +227.9% | -87.5% | +315.4% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling