+4,663.1%
WAB vs TRI
+518.6%
+4,144.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +3.6% |
| 7D | +1.7% | -7.1% | +8.8% | +4.8% |
| 30D | -2.4% | -2.3% | -0.1% | -2.2% |
| 3M | +9.7% | +19.6% | -9.9% | -2.7% |
| 6M | +16.5% | -8.7% | +25.2% | +15.1% |
| YTD | +33.7% | -22.3% | +56.0% | +40.3% |
| 1Y | +49.7% | -40.7% | +90.3% | +81.5% |
| 3Y | +170.9% | -17.8% | +188.7% | +164.9% |
| 5Y | +228.0% | -8.5% | +236.5% | +197.4% |
| 10Y | +284.8% | +192.6% | +92.2% | +67.8% |
| All | +4,663.1% | +518.6% | +4,144.5% | +1,086.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling