+164.5%
XLB vs WAB
+282.7%
-118.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | -2.9% | +0.2% | -3.2% | -3.1% |
| 30D | -3.4% | -4.6% | +1.2% | -1.5% |
| 3M | +1.6% | +5.6% | -4.0% | -1.2% |
| 6M | +3.6% | +13.8% | -10.2% | -2.7% |
| YTD | +14.2% | +31.9% | -17.6% | +0.6% |
| 1Y | +15.6% | +48.3% | -32.7% | -3.5% |
| 3Y | +33.1% | +167.1% | -134.0% | -15.1% |
| 5Y | +35.0% | +222.9% | -187.8% | -21.1% |
| 10Y | +164.5% | +289.9% | -125.4% | +24.9% |
| All | +164.5% | +282.7% | -118.1% | +24.9% |
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