+44.9%
WAB vs TXG
+406.9%
-362.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.8% |
| 7D | +4.5% | -19.3% | +23.8% | +6.3% |
| 30D | +1.1% | -30.9% | +32.0% | +3.6% |
| 3M | -1.3% | +41.1% | -42.3% | -4.9% |
| 6M | +12.7% | +211.9% | -199.1% | -0.3% |
| YTD | +38.7% | +314.0% | -275.3% | +19.5% |
| 1Y | +44.9% | +405.4% | -360.4% | +22.6% |
| All | +44.9% | +406.9% | -362.0% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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