+222.3%
WAB vs TRU
-36.7%
+259.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -0.2% | -9.4% | +9.2% | +2.3% |
| 30D | -5.9% | -4.1% | -1.8% | -5.0% |
| 3M | +9.4% | +13.6% | -4.2% | +4.7% |
| 6M | +13.8% | +3.6% | +10.3% | +11.3% |
| YTD | +31.8% | -9.8% | +41.6% | +33.0% |
| 1Y | +48.5% | -13.6% | +62.2% | +51.3% |
| 3Y | +167.0% | -2.0% | +168.9% | +156.2% |
| 5Y | +222.3% | -35.8% | +258.1% | +275.1% |
| All | +222.3% | -36.7% | +259.0% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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