+5,965.4%
WAB vs IBN
+1,532.9%
+4,432.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | -4.4% | -0.3% | -4.1% | -4.4% |
| 3M | +7.9% | +17.1% | -9.2% | +3.4% |
| 6M | +8.7% | +3.4% | +5.3% | +7.6% |
| YTD | +33.0% | +2.5% | +30.4% | +31.8% |
| 1Y | +46.7% | -4.2% | +50.8% | +47.5% |
| 3Y | +153.0% | +32.4% | +120.6% | +132.4% |
| 5Y | +222.3% | +59.2% | +163.1% | +181.0% |
| 10Y | +291.0% | +345.7% | -54.7% | +151.1% |
| All | +5,965.4% | +1,532.9% | +4,432.5% | +2,560.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 all: compounded portfolio wealth divided by compounded IBN 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…
all analysis · Full analysis span regression · 6 months rolling