+4,319.4%
WAB vs TXT
+729.6%
+3,589.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.2% |
| 7D | +4.0% | -3.5% | +7.5% | +5.6% |
| 30D | +4.5% | +15.2% | -10.7% | -1.9% |
| 3M | +2.3% | -4.5% | +6.8% | +3.8% |
| 6M | +12.5% | -6.1% | +18.6% | +14.6% |
| YTD | +40.2% | -2.0% | +42.1% | +39.9% |
| 1Y | +45.2% | +4.2% | +41.0% | +41.3% |
| 3Y | +171.8% | +14.4% | +157.4% | +152.0% |
| 5Y | +217.6% | +12.3% | +205.3% | +195.4% |
| 10Y | +285.3% | +101.8% | +183.5% | +174.5% |
| All | +4,319.4% | +729.6% | +3,589.8% | +1,592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling