+2,243.0%
INTC vs WAB
+4,092.2%
-1,849.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +7.1% | -3.2% | +10.3% | +8.2% |
| 30D | -5.2% | -4.4% | -0.8% | -3.8% |
| 3M | -14.3% | +7.9% | -22.2% | -16.5% |
| 6M | +110.2% | +8.7% | +101.5% | +104.3% |
| YTD | +159.6% | +33.0% | +126.6% | +136.6% |
| 1Y | +289.3% | +46.7% | +242.6% | +243.8% |
| 3Y | +166.1% | +153.0% | +13.1% | +98.6% |
| 5Y | +94.4% | +222.3% | -127.9% | +34.7% |
| 10Y | +227.7% | +291.0% | -63.3% | +101.8% |
| All | +2,243.0% | +4,092.2% | -1,849.2% | +651.8% |
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