-47.7%
INTU vs WAB
+44.7%
-92.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -1.2% |
| 7D | -4.1% | +7.9% | -12.0% | -0.9% |
| 30D | +12.8% | +4.9% | +8.0% | +15.4% |
| 3M | +2.1% | +1.8% | +0.3% | +3.3% |
| 6M | -11.5% | +12.0% | -23.4% | -6.5% |
| YTD | -47.9% | +41.3% | -89.2% | -46.7% |
| 1Y | -47.7% | +43.8% | -91.5% | -47.2% |
| All | -47.7% | +44.7% | -92.4% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling