+132.3%
HON vs WAB
+296.8%
-164.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -13.8% | -4.1% | -9.7% | -12.2% |
| 3M | -11.7% | +8.2% | -19.9% | -15.0% |
| 6M | -18.7% | +15.4% | -34.1% | -24.2% |
| YTD | +0.2% | +33.1% | -32.9% | -12.1% |
| 1Y | -3.1% | +48.1% | -51.1% | -19.1% |
| 3Y | +17.0% | +167.7% | -150.8% | -25.7% |
| 5Y | +2.0% | +225.7% | -223.7% | -41.5% |
| All | +132.3% | +296.8% | -164.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling