+222.9%
WAB vs IT
-45.7%
+268.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +0.2% | -9.1% | +9.4% | +1.9% |
| 30D | -4.6% | -12.2% | +7.6% | -2.5% |
| 3M | +5.6% | +7.8% | -2.2% | +2.8% |
| 6M | +13.8% | +2.0% | +11.8% | +11.1% |
| YTD | +31.9% | -32.7% | +64.6% | +44.7% |
| 1Y | +48.3% | -31.1% | +79.4% | +60.3% |
| 3Y | +167.1% | -52.1% | +219.2% | +221.0% |
| 5Y | +222.9% | -46.3% | +269.2% | +247.9% |
| All | +222.9% | -45.7% | +268.6% | +247.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling