+72.3%
XLC vs WAB
+168.6%
-96.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | +0.6% | +1.7% | -1.1% | +0.1% |
| 30D | +0.2% | -2.4% | +2.7% | +0.9% |
| 3M | +0.6% | +9.7% | -9.0% | -2.7% |
| 6M | -4.5% | +16.5% | -21.0% | -9.9% |
| YTD | -4.7% | +33.7% | -38.4% | -14.6% |
| 1Y | -1.7% | +49.7% | -51.3% | -15.7% |
| 3Y | +72.3% | +170.9% | -98.7% | +25.6% |
| All | +72.3% | +168.6% | -96.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling