+2,739.1%
WAB vs LII
+3,124.4%
-385.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.2% |
| 7D | -3.2% | -0.7% | -2.5% | -2.9% |
| 30D | -4.4% | -12.6% | +8.2% | +1.0% |
| 3M | +7.9% | -24.4% | +32.3% | +19.7% |
| 6M | +8.7% | -28.7% | +37.4% | +23.2% |
| YTD | +33.0% | -19.1% | +52.1% | +42.4% |
| 1Y | +46.7% | -29.7% | +76.4% | +65.8% |
| 3Y | +153.0% | +4.8% | +148.2% | +133.4% |
| 5Y | +222.3% | +24.6% | +197.7% | +169.5% |
| 10Y | +291.0% | +169.2% | +121.8% | +129.4% |
| All | +2,739.1% | +3,124.4% | -385.2% | +561.1% |
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