+164.9%
WAB vs TRI
-20.3%
+185.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -0.2% | -14.4% | +14.2% | -0.1% |
| 30D | -5.9% | -8.1% | +2.2% | -5.8% |
| 3M | +9.4% | +17.5% | -8.2% | +9.0% |
| 6M | +13.8% | -5.0% | +18.8% | +15.7% |
| YTD | +31.8% | -24.7% | +56.5% | +41.9% |
| 1Y | +48.5% | -41.5% | +90.0% | +71.1% |
| All | +164.9% | -20.3% | +185.2% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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