-38.5%
INTU vs WAB
+162.1%
-200.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | -7.1% | -3.2% | -3.9% | -6.6% |
| 30D | +1.5% | -4.4% | +5.9% | +2.1% |
| 3M | +10.7% | +7.9% | +2.8% | +8.3% |
| 6M | -23.8% | +8.7% | -32.5% | -26.2% |
| YTD | -49.3% | +33.0% | -82.3% | -55.0% |
| 1Y | -49.7% | +46.7% | -96.3% | -57.3% |
| All | -38.5% | +162.1% | -200.5% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling