+196.7%
EXC vs WAB
+266.7%
-70.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +1.4% | +5.1% | -3.7% | +0.2% |
| 30D | +8.6% | +4.0% | +4.6% | +7.3% |
| 3M | +2.4% | +0.1% | +2.3% | +2.1% |
| 6M | +6.5% | +12.8% | -6.3% | +2.8% |
| YTD | +9.0% | +40.1% | -31.0% | -0.7% |
| 1Y | +4.6% | +46.4% | -41.8% | -5.9% |
| 3Y | +33.5% | +167.4% | -133.9% | -0.8% |
| 5Y | +41.4% | +215.0% | -173.6% | -1.3% |
| All | +196.7% | +266.7% | -70.0% | +69.0% |
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