+296.1%
WAB vs TXG
+21.5%
+274.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | 0.0% |
| 7D | +1.7% | +9.4% | -7.7% | +0.5% |
| 30D | -2.4% | +26.1% | -28.5% | -5.6% |
| 3M | +9.7% | +124.8% | -115.1% | -2.4% |
| 6M | +16.5% | +215.2% | -198.7% | -1.6% |
| YTD | +33.7% | +302.2% | -268.5% | +8.7% |
| 1Y | +49.7% | +370.9% | -321.2% | +17.8% |
| 3Y | +170.9% | +38.5% | +132.4% | +138.1% |
| 5Y | +228.0% | -64.4% | +292.4% | +220.0% |
| All | +296.1% | +21.5% | +274.6% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling