+237.9%
INTU vs WAB
+288.7%
-50.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | -1.2% | +4.0% | -5.3% | -2.6% |
| 30D | +12.4% | +6.3% | +6.1% | +9.9% |
| 3M | +2.3% | +3.3% | -1.0% | +0.6% |
| 6M | -13.3% | +14.5% | -27.8% | -18.4% |
| YTD | -47.9% | +42.7% | -90.6% | -55.5% |
| 1Y | -47.2% | +45.2% | -92.3% | -55.2% |
| 3Y | -33.9% | +173.8% | -207.7% | -56.5% |
| 5Y | -41.3% | +223.8% | -265.1% | -63.8% |
| 10Y | +237.9% | +280.5% | -42.6% | +72.2% |
| All | +237.9% | +288.7% | -50.9% | +72.2% |
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