+151.5%
EXC vs WAB
+283.1%
-131.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +1.2% | +1.7% | -0.4% | +0.8% |
| 30D | -2.7% | -2.4% | -0.3% | -2.2% |
| 3M | -1.0% | +9.7% | -10.6% | -3.4% |
| 6M | -9.3% | +16.5% | -25.8% | -13.1% |
| YTD | +3.6% | +33.7% | -30.1% | -4.2% |
| 1Y | +5.9% | +49.7% | -43.8% | -5.1% |
| 3Y | +21.3% | +170.9% | -149.6% | -9.8% |
| 5Y | +46.2% | +228.0% | -181.9% | +1.3% |
| 10Y | +151.5% | +284.8% | -133.3% | +42.9% |
| All | +151.5% | +283.1% | -131.6% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling