+264.6%
WAB vs EXEL
+325.9%
-61.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +7.9% | +1.6% | +6.3% | +7.6% |
| 30D | +4.9% | +17.4% | -12.5% | +2.3% |
| 3M | +1.8% | +38.6% | -36.8% | -3.4% |
| 6M | +12.0% | +41.2% | -29.2% | +5.6% |
| YTD | +41.3% | +59.3% | -18.1% | +30.2% |
| 1Y | +43.8% | +60.2% | -16.4% | +32.4% |
| 3Y | +171.1% | +232.6% | -61.5% | +116.9% |
| 5Y | +217.7% | +285.9% | -68.1% | +144.6% |
| All | +264.6% | +325.9% | -61.3% | +166.3% |
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