+289.9%
WAB vs EXEL
+378.5%
-88.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +0.2% | -0.3% | +0.6% | +0.3% |
| 30D | -4.6% | +10.1% | -14.7% | -6.1% |
| 3M | +5.6% | +10.1% | -4.4% | +3.8% |
| 6M | +13.8% | +37.7% | -23.9% | +7.7% |
| YTD | +31.9% | +33.1% | -1.2% | +25.2% |
| 1Y | +48.3% | +52.4% | -4.1% | +37.3% |
| 3Y | +167.1% | +163.8% | +3.3% | +122.4% |
| 5Y | +222.9% | +198.5% | +24.4% | +159.6% |
| 10Y | +289.9% | +386.9% | -97.0% | +181.0% |
| All | +289.9% | +378.5% | -88.6% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling