+820.5%
XLB vs WAB
+2,913.6%
-2,093.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.6% |
| 7D | -1.4% | -3.2% | +1.8% | -0.2% |
| 30D | -0.4% | -4.4% | +4.1% | +1.2% |
| 3M | +2.0% | +7.9% | -5.9% | -1.1% |
| 6M | +1.8% | +8.7% | -6.9% | -1.7% |
| YTD | +16.6% | +33.0% | -16.4% | +4.7% |
| 1Y | +16.9% | +46.7% | -29.7% | +1.3% |
| 3Y | +32.6% | +153.0% | -120.4% | -6.4% |
| 5Y | +35.6% | +222.3% | -186.6% | -12.4% |
| 10Y | +160.0% | +291.0% | -131.0% | +47.1% |
| All | +820.5% | +2,913.6% | -2,093.1% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling