+167.4%
WAB vs IBB
+86.1%
+81.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +5.1% | -0.5% | +5.6% | +5.3% |
| 30D | +4.0% | +4.6% | -0.5% | +2.0% |
| 3M | +0.1% | +6.8% | -6.7% | -3.3% |
| 6M | +12.8% | +23.1% | -10.3% | +1.0% |
| YTD | +40.1% | +26.0% | +14.0% | +23.6% |
| 1Y | +46.4% | +30.4% | +16.0% | +26.9% |
| 3Y | +167.4% | +85.4% | +81.9% | +84.1% |
| All | +167.4% | +86.1% | +81.3% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling