+231.5%
WAB vs TRU
+243.6%
-12.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +5.1% | 0.0% | +5.0% | +5.1% |
| 30D | +4.0% | +21.3% | -17.3% | -3.9% |
| 3M | +0.1% | +0.2% | -0.1% | -1.3% |
| 6M | +12.8% | +22.4% | -9.6% | +1.8% |
| YTD | +40.1% | -4.8% | +44.9% | +37.2% |
| 1Y | +46.4% | -0.2% | +46.6% | +40.5% |
| 3Y | +167.4% | +57.9% | +109.4% | +99.0% |
| 5Y | +215.0% | -26.1% | +241.2% | +219.6% |
| 10Y | +269.2% | +184.8% | +84.4% | +115.7% |
| All | +231.5% | +243.6% | -12.0% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling