+44.9%
WAB vs IRE
-97.6%
+142.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.2% | +24.3% | +1.7% |
| 7D | +4.5% | -46.8% | +51.4% | +5.9% |
| 30D | +1.1% | -75.5% | +76.6% | +4.0% |
| 3M | -1.3% | -79.4% | +78.1% | +1.6% |
| 6M | +12.7% | -91.3% | +104.0% | +16.7% |
| YTD | +38.7% | -90.8% | +129.5% | +39.8% |
| 1Y | +44.9% | -97.7% | +142.7% | +49.2% |
| All | +44.9% | -97.6% | +142.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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