+48.1%
WAB vs TSLQ
-49.6%
+97.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.0% |
| 7D | +0.1% | -6.6% | +6.7% | -0.1% |
| 30D | -4.1% | -24.3% | +20.2% | -5.0% |
| 3M | +8.2% | -3.6% | +11.8% | +8.8% |
| 6M | +15.4% | -12.0% | +27.4% | +16.4% |
| YTD | +33.1% | +1.4% | +31.8% | +35.4% |
| 1Y | +48.1% | -43.6% | +91.6% | +50.6% |
| All | +48.1% | -49.6% | +97.7% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling