+228.0%
WAB vs TXT
+12.6%
+215.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -2.4% | -11.1% | +8.6% | +4.5% |
| 3M | +9.7% | -13.0% | +22.7% | +18.3% |
| 6M | +16.5% | -16.2% | +32.7% | +28.4% |
| YTD | +33.7% | -8.7% | +42.4% | +39.3% |
| 1Y | +49.7% | -3.8% | +53.5% | +50.6% |
| 3Y | +170.9% | +5.5% | +165.4% | +148.3% |
| 5Y | +228.0% | +12.3% | +215.8% | +178.5% |
| All | +228.0% | +12.6% | +215.5% | +178.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling