+2,039.0%
HON vs WAB
+4,115.8%
-2,076.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -0.8% | +1.7% | -2.5% | -1.4% |
| 30D | -15.2% | -2.4% | -12.7% | -14.5% |
| 3M | -6.0% | +9.7% | -15.6% | -9.1% |
| 6M | -14.9% | +16.5% | -31.4% | -19.6% |
| YTD | +3.2% | +33.7% | -30.6% | -6.9% |
| 1Y | 0.0% | +49.7% | -49.7% | -13.3% |
| 3Y | +21.5% | +170.9% | -149.5% | -14.7% |
| 5Y | +4.0% | +228.0% | -224.0% | -32.1% |
| 10Y | +138.4% | +284.8% | -146.4% | +39.4% |
| All | +2,039.0% | +4,115.8% | -2,076.8% | +518.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling