+116.0%
INTC vs WAB
+224.0%
-108.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.6% |
| 7D | +18.0% | +0.2% | +17.7% | +17.8% |
| 30D | +8.9% | -4.6% | +13.5% | +12.4% |
| 3M | -1.6% | +5.6% | -7.2% | -5.8% |
| 6M | +133.1% | +13.8% | +119.3% | +111.4% |
| YTD | +187.9% | +31.9% | +156.1% | +136.4% |
| 1Y | +334.7% | +48.3% | +286.4% | +228.8% |
| 3Y | +184.2% | +167.1% | +17.0% | +46.8% |
| 5Y | +116.0% | +222.9% | -106.9% | -2.9% |
| All | +116.0% | +224.0% | -108.0% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling