+4,408.2%
WAB vs TXT
+734.8%
+3,673.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +3.1% | -0.8% | +3.9% | +3.5% |
| 30D | +6.4% | +13.4% | -7.0% | +0.6% |
| 3M | +2.2% | -2.5% | +4.7% | +2.8% |
| 6M | +13.7% | -6.2% | +19.9% | +15.9% |
| YTD | +43.0% | -1.3% | +44.3% | +42.4% |
| 1Y | +47.0% | +4.3% | +42.6% | +43.0% |
| 3Y | +174.4% | +13.2% | +161.2% | +155.4% |
| 5Y | +222.2% | +12.4% | +209.8% | +199.6% |
| 10Y | +276.9% | +94.8% | +182.1% | +171.9% |
| All | +4,408.2% | +734.8% | +3,673.4% | +1,622.3% |
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 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