+4,092.2%
WAB vs IT
+1,338.6%
+2,753.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.9% |
| 7D | -3.2% | -6.0% | +2.8% | -1.8% |
| 30D | -4.4% | 0.0% | -4.4% | -4.7% |
| 3M | +7.9% | +13.1% | -5.2% | +2.4% |
| 6M | +8.7% | +11.7% | -3.0% | +2.3% |
| YTD | +33.0% | -26.1% | +59.1% | +37.7% |
| 1Y | +46.7% | -21.3% | +67.9% | +48.5% |
| 3Y | +153.0% | -46.7% | +199.7% | +178.3% |
| 5Y | +222.3% | -40.5% | +262.8% | +241.4% |
| 10Y | +291.0% | +103.9% | +187.1% | +197.4% |
| All | +4,092.2% | +1,338.6% | +2,753.6% | +1,842.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling