+289.9%
WAB vs TXT
+100.3%
+189.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +0.2% | +0.8% | -0.6% | -0.3% |
| 30D | -4.6% | -10.4% | +5.9% | +1.8% |
| 3M | +5.6% | -14.3% | +20.0% | +15.1% |
| 6M | +13.8% | -15.1% | +28.9% | +24.5% |
| YTD | +31.9% | -8.3% | +40.2% | +37.2% |
| 1Y | +48.3% | -0.7% | +49.0% | +46.7% |
| 3Y | +167.1% | +6.0% | +161.2% | +148.1% |
| 5Y | +222.9% | +12.5% | +210.4% | +184.6% |
| 10Y | +289.9% | +103.2% | +186.7% | +129.8% |
| All | +289.9% | +100.3% | +189.6% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling