+165.1%
WAB vs EXEL
+164.8%
+0.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +0.2% | -0.3% | +0.6% | +0.3% |
| 30D | -4.6% | +10.1% | -14.7% | -5.8% |
| 3M | +5.6% | +10.1% | -4.4% | +4.1% |
| 6M | +13.8% | +37.7% | -23.9% | +8.4% |
| YTD | +31.9% | +33.1% | -1.2% | +25.9% |
| 1Y | +48.3% | +52.4% | -4.1% | +38.5% |
| All | +165.1% | +164.8% | +0.4% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling