+292.2%
WAB vs IT
+103.1%
+189.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | -0.6% |
| 7D | +0.1% | -3.7% | +3.8% | +1.1% |
| 30D | -4.1% | +0.1% | -4.1% | -4.6% |
| 3M | +8.2% | +20.7% | -12.5% | -1.1% |
| 6M | +15.4% | +12.0% | +3.4% | +6.3% |
| YTD | +33.1% | -28.8% | +62.0% | +44.2% |
| 1Y | +48.1% | -25.5% | +73.6% | +56.0% |
| 3Y | +167.7% | -48.8% | +216.5% | +217.2% |
| 5Y | +225.7% | -42.7% | +268.5% | +255.3% |
| All | +292.2% | +103.1% | +189.2% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling