+170.9%
WAB vs IT
-51.4%
+222.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +1.1% |
| 7D | +1.7% | -9.1% | +10.8% | +2.3% |
| 30D | -2.4% | -7.0% | +4.6% | -2.0% |
| 3M | +9.7% | +7.6% | +2.0% | +8.9% |
| 6M | +16.5% | +2.1% | +14.4% | +16.2% |
| YTD | +33.7% | -31.6% | +65.3% | +43.8% |
| 1Y | +49.7% | -29.9% | +79.6% | +59.3% |
| 3Y | +170.9% | -51.3% | +222.2% | +238.7% |
| All | +170.9% | -51.4% | +222.3% | +238.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling