+5,276.9%
WAB vs EXEL
+273.2%
+5,003.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -3.2% | +8.4% | -11.6% | -4.5% |
| 30D | -4.4% | +4.1% | -8.5% | -5.2% |
| 3M | +7.9% | +12.4% | -4.6% | +5.6% |
| 6M | +8.7% | +41.5% | -32.8% | +2.4% |
| YTD | +33.0% | +34.6% | -1.7% | +26.0% |
| 1Y | +46.7% | +57.9% | -11.2% | +35.0% |
| 3Y | +153.0% | +159.5% | -6.5% | +111.3% |
| 5Y | +222.3% | +198.5% | +23.8% | +159.6% |
| 10Y | +291.0% | +411.4% | -120.4% | +165.4% |
| All | +5,276.9% | +273.2% | +5,003.7% | +2,295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling