+216.5%
WAB vs TRU
+228.6%
-12.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.6% |
| 7D | +1.7% | -7.2% | +8.9% | +4.4% |
| 30D | -2.4% | -2.8% | +0.4% | -1.7% |
| 3M | +9.7% | +13.0% | -3.3% | +3.3% |
| 6M | +16.5% | +0.7% | +15.8% | +13.9% |
| YTD | +33.7% | -9.0% | +42.7% | +34.5% |
| 1Y | +49.7% | -16.3% | +66.0% | +54.6% |
| 3Y | +170.9% | -1.1% | +172.0% | +145.6% |
| 5Y | +228.0% | -36.0% | +264.1% | +259.4% |
| 10Y | +284.8% | +139.9% | +144.9% | +142.0% |
| All | +216.5% | +228.6% | -12.0% | +82.7% |
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