+222.3%
WAB vs TXG
-64.0%
+286.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -0.2% | +5.0% | -5.2% | -0.9% |
| 30D | -5.9% | +13.5% | -19.4% | -7.6% |
| 3M | +9.4% | +128.0% | -118.7% | -3.0% |
| 6M | +13.8% | +224.4% | -210.6% | -4.5% |
| YTD | +31.8% | +307.0% | -275.2% | +6.6% |
| 1Y | +48.5% | +427.2% | -378.7% | +14.6% |
| 3Y | +167.0% | +40.2% | +126.8% | +134.2% |
| 5Y | +222.3% | -64.0% | +286.3% | +197.3% |
| All | +222.3% | -64.0% | +286.4% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling