+63.3%
XLC vs WAB
+173.8%
-110.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | +6.2% | +4.0% | +2.2% | +5.0% |
| 30D | -2.4% | +6.3% | -8.7% | -4.1% |
| 3M | -3.3% | +3.3% | -6.6% | -4.4% |
| 6M | -7.3% | +14.5% | -21.8% | -11.5% |
| YTD | -7.6% | +42.7% | -50.3% | -19.0% |
| 1Y | -3.7% | +45.2% | -48.9% | -16.2% |
| All | +63.3% | +173.8% | -110.6% | +13.5% |
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