+289.9%
WAB vs IBB
+122.2%
+167.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +0.2% | -3.9% | +4.1% | +2.4% |
| 30D | -4.6% | +2.7% | -7.3% | -6.3% |
| 3M | +5.6% | +21.4% | -15.7% | -5.9% |
| 6M | +13.8% | +20.1% | -6.3% | +1.9% |
| YTD | +31.9% | +21.9% | +10.0% | +16.8% |
| 1Y | +48.3% | +44.1% | +4.1% | +19.3% |
| 3Y | +167.1% | +63.4% | +103.8% | +97.1% |
| 5Y | +222.9% | +19.8% | +203.1% | +179.9% |
| 10Y | +289.9% | +127.0% | +162.9% | +124.5% |
| All | +289.9% | +122.2% | +167.7% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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