+1,359.1%
INTC vs WAB
+4,316.0%
-2,956.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +6.0% | +5.1% | +0.9% | +4.3% |
| 30D | -39.2% | +4.0% | -43.2% | -39.7% |
| 3M | -42.9% | +0.1% | -43.0% | -42.7% |
| 6M | -50.4% | +12.8% | -63.2% | -52.2% |
| YTD | +61.7% | +40.1% | +21.6% | +45.5% |
| 1Y | +66.1% | +46.4% | +19.8% | +47.3% |
| 3Y | +58.1% | +167.4% | -109.2% | +16.6% |
| 5Y | +27.9% | +215.0% | -187.2% | -10.6% |
| 10Y | +111.1% | +269.2% | -158.0% | +32.7% |
| All | +1,359.1% | +4,316.0% | -2,956.9% | +362.1% |
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