+164.2%
XLB vs WAB
+266.7%
-102.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +0.5% | +5.1% | -4.5% | -1.6% |
| 30D | +5.2% | +4.0% | +1.2% | +3.2% |
| 3M | +0.3% | +0.1% | +0.2% | 0.0% |
| 6M | +1.2% | +12.8% | -11.6% | -4.7% |
| YTD | +16.6% | +40.1% | -23.4% | -0.2% |
| 1Y | +21.4% | +46.4% | -24.9% | +1.9% |
| 3Y | +43.2% | +167.4% | -124.2% | -9.0% |
| 5Y | +28.0% | +215.0% | -187.0% | -25.0% |
| All | +164.2% | +266.7% | -102.5% | +26.7% |
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