+2,076.7%
NXPI vs WAB
+1,360.3%
+716.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | 0.0% |
| 7D | +9.4% | +7.9% | +1.4% | +3.6% |
| 30D | +18.1% | +4.9% | +13.2% | +14.3% |
| 3M | +15.0% | +1.8% | +13.2% | +13.6% |
| 6M | -8.4% | +12.0% | -20.4% | -15.7% |
| YTD | +24.8% | +41.3% | -16.5% | -2.5% |
| 1Y | +33.3% | +43.8% | -10.5% | +2.9% |
| 3Y | +51.0% | +171.1% | -120.1% | -24.9% |
| 5Y | +34.5% | +217.7% | -183.2% | -39.9% |
| 10Y | +211.8% | +272.3% | -60.5% | +6.6% |
| All | +2,076.7% | +1,360.3% | +716.4% | +80.1% |
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