+165.1%
WAB vs TXG
+41.0%
+124.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.7% |
| 7D | +0.2% | +9.1% | -8.9% | -0.8% |
| 30D | -4.6% | +14.9% | -19.4% | -6.1% |
| 3M | +5.6% | +120.0% | -114.3% | -4.3% |
| 6M | +13.8% | +221.8% | -208.0% | -2.1% |
| YTD | +31.9% | +312.6% | -280.7% | +9.6% |
| 1Y | +48.3% | +398.4% | -350.2% | +19.3% |
| All | +165.1% | +41.0% | +124.1% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling