+47.0%
WAB vs EXEL
+70.6%
-23.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +3.1% | -2.8% | +5.9% | +3.5% |
| 30D | +6.4% | +18.2% | -11.7% | +4.9% |
| 3M | +2.2% | +37.7% | -35.6% | -1.1% |
| 6M | +13.7% | +42.2% | -28.5% | +8.9% |
| YTD | +43.0% | +61.3% | -18.3% | +32.1% |
| 1Y | +47.0% | +64.5% | -17.5% | +34.7% |
| All | +47.0% | +70.6% | -23.6% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling