+44.9%
WAB vs IT
-17.9%
+62.8%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.2% |
| 7D | +4.5% | -5.5% | +10.0% | +4.1% |
| 30D | +1.1% | +10.3% | -9.3% | +2.0% |
| 3M | -1.3% | +11.5% | -12.8% | -0.1% |
| 6M | +12.7% | +40.3% | -27.5% | +17.0% |
| YTD | +38.7% | -17.9% | +56.5% | +48.5% |
| 1Y | +44.9% | -8.8% | +53.7% | +50.1% |
| All | +44.9% | -17.9% | +62.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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