+280.5%
WAB vs TXT
+103.6%
+176.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.8% |
| 7D | +4.0% | -1.1% | +5.1% | +4.7% |
| 30D | +6.3% | +17.1% | -10.7% | -3.7% |
| 3M | +3.3% | -2.6% | +5.9% | +4.2% |
| 6M | +14.5% | -4.6% | +19.0% | +16.2% |
| YTD | +42.7% | -0.3% | +43.0% | +40.3% |
| 1Y | +45.2% | +5.9% | +39.3% | +37.7% |
| 3Y | +173.8% | +14.4% | +159.4% | +141.8% |
| 5Y | +223.8% | +15.9% | +207.9% | +178.9% |
| 10Y | +280.5% | +99.6% | +180.9% | +122.8% |
| All | +280.5% | +103.6% | +176.8% | +122.8% |
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