+51.3%
WAB vs IRE
-97.3%
+148.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.2% |
| 7D | +4.0% | -15.5% | +19.5% | +3.9% |
| 30D | +4.5% | -70.4% | +74.9% | +6.8% |
| 3M | +2.3% | -81.6% | +83.9% | +5.4% |
| 6M | +12.5% | -94.7% | +107.2% | +18.0% |
| YTD | +40.2% | -91.8% | +131.9% | +41.2% |
| 1Y | +45.2% | -97.6% | +142.8% | +50.4% |
| All | +51.3% | -97.3% | +148.6% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling