+4,353.8%
WAB vs IT
+1,372.7%
+2,981.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +7.9% | -3.7% | +11.6% | +8.9% |
| 30D | +4.9% | -3.1% | +8.0% | +5.0% |
| 3M | +1.8% | +6.3% | -4.6% | -1.2% |
| 6M | +12.0% | +24.8% | -12.8% | +1.9% |
| YTD | +41.3% | -24.4% | +65.6% | +43.6% |
| 1Y | +43.8% | -17.1% | +60.9% | +42.6% |
| 3Y | +171.1% | -53.6% | +224.7% | +207.0% |
| 5Y | +217.7% | -42.5% | +260.3% | +236.0% |
| 10Y | +272.3% | +88.8% | +183.5% | +184.9% |
| All | +4,353.8% | +1,372.7% | +2,981.1% | +1,926.4% |
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