+171.8%
WAB vs TXT
+11.8%
+160.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.0% |
| 7D | +4.0% | -3.5% | +7.5% | +5.8% |
| 30D | +4.5% | +15.2% | -10.7% | -3.1% |
| 3M | +2.3% | -4.5% | +6.8% | +4.4% |
| 6M | +12.5% | -6.1% | +18.6% | +15.3% |
| YTD | +40.2% | -2.0% | +42.1% | +39.6% |
| 1Y | +45.2% | +4.2% | +41.0% | +39.9% |
| 3Y | +171.8% | +14.4% | +157.4% | +141.3% |
| All | +171.8% | +11.8% | +160.0% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling