+48.5%
WAB vs TXT
-1.4%
+49.9%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -5.9% | -10.2% | +4.3% | -0.9% |
| 3M | +9.4% | -13.3% | +22.6% | +16.3% |
| 6M | +13.8% | -14.4% | +28.2% | +21.4% |
| YTD | +31.8% | -9.1% | +40.9% | +35.8% |
| 1Y | +48.5% | -2.2% | +50.7% | +47.6% |
| All | +48.5% | -1.4% | +49.9% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling