+1.6%
NXPI vs WAB
+47.7%
-46.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.8% |
| 7D | -2.3% | +0.2% | -2.5% | -2.5% |
| 30D | -4.3% | -4.6% | +0.2% | -1.1% |
| 3M | -24.7% | +5.6% | -30.3% | -27.9% |
| 6M | +9.7% | +13.8% | -4.1% | -2.0% |
| YTD | +3.8% | +31.9% | -28.1% | -18.1% |
| 1Y | +1.6% | +48.3% | -46.6% | -26.7% |
| All | +1.6% | +47.7% | -46.1% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling