+147.8%
XEL vs WAB
+296.8%
-149.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -3.9% | -4.1% | +0.1% | -3.4% |
| 3M | -2.8% | +8.2% | -11.0% | -4.0% |
| 6M | -5.4% | +15.4% | -20.8% | -7.5% |
| YTD | +3.8% | +33.1% | -29.4% | -0.7% |
| 1Y | +6.8% | +48.1% | -41.2% | +0.6% |
| 3Y | +45.6% | +167.7% | -122.1% | +24.3% |
| 5Y | +30.7% | +225.7% | -195.0% | +7.5% |
| All | +147.8% | +296.8% | -149.0% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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