+1,747.1%
NXPI vs WAB
+1,274.5%
+472.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +0.8% |
| 7D | +1.9% | -3.2% | +5.1% | +4.2% |
| 30D | -1.4% | -4.4% | +3.0% | +1.6% |
| 3M | -29.1% | +7.9% | -36.9% | -33.0% |
| 6M | +6.2% | +8.7% | -2.5% | -0.4% |
| YTD | +5.9% | +33.0% | -27.1% | -13.8% |
| 1Y | +2.9% | +46.7% | -43.8% | -21.8% |
| 3Y | +14.5% | +153.0% | -138.5% | -40.5% |
| 5Y | +17.1% | +222.3% | -205.2% | -48.1% |
| 10Y | +193.4% | +291.0% | -97.6% | -5.5% |
| All | +1,747.1% | +1,274.5% | +472.6% | +59.4% |
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