+1,396.8%
INTC vs WAB
+4,353.8%
-2,957.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | +17.1% | +7.9% | +9.2% | +14.3% |
| 30D | -40.5% | +4.9% | -45.4% | -41.2% |
| 3M | -39.4% | +1.8% | -41.2% | -39.5% |
| 6M | -49.3% | +12.0% | -61.2% | -51.0% |
| YTD | +65.9% | +41.3% | +24.6% | +48.8% |
| 1Y | +61.5% | +43.8% | +17.7% | +44.1% |
| 3Y | +59.6% | +171.1% | -111.5% | +17.2% |
| 5Y | +31.2% | +217.7% | -186.6% | -8.5% |
| 10Y | +116.6% | +272.3% | -155.8% | +35.7% |
| All | +1,396.8% | +4,353.8% | -2,957.0% | +372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling