+2,746.4%
WAB vs LII
+2,734.1%
+12.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.7% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +0.4% | -4.6% | +5.0% | +1.7% |
| 3M | -3.8% | -21.2% | +17.4% | +5.4% |
| 6M | +5.1% | -36.4% | +41.5% | +24.5% |
| YTD | +33.3% | -28.9% | +62.3% | +49.7% |
| 1Y | +39.8% | -29.5% | +69.4% | +57.4% |
| 3Y | +161.1% | -8.6% | +169.6% | +153.9% |
| 5Y | +209.5% | +20.2% | +189.2% | +160.7% |
| 10Y | +293.8% | +166.2% | +127.6% | +130.7% |
| All | +2,746.4% | +2,734.1% | +12.3% | +594.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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