+261.5%
WAB vs EXEL
+320.7%
-59.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +5.1% | -0.8% | +5.9% | +5.2% |
| 30D | +4.0% | +13.1% | -9.1% | +2.0% |
| 3M | +0.1% | +36.3% | -36.2% | -4.8% |
| 6M | +12.8% | +34.5% | -21.7% | +7.2% |
| YTD | +40.1% | +57.4% | -17.4% | +29.3% |
| 1Y | +46.4% | +62.9% | -16.6% | +34.3% |
| 3Y | +167.4% | +229.5% | -62.1% | +114.3% |
| 5Y | +215.0% | +281.2% | -66.2% | +143.0% |
| All | +261.5% | +320.7% | -59.2% | +164.5% |
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