+41.9%
XLC vs WAB
+223.3%
-181.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | +6.2% | +4.0% | +2.2% | +4.6% |
| 30D | -2.4% | +6.3% | -8.7% | -4.8% |
| 3M | -3.3% | +3.3% | -6.6% | -4.8% |
| 6M | -7.3% | +14.5% | -21.8% | -13.1% |
| YTD | -7.6% | +42.7% | -50.3% | -21.8% |
| 1Y | -3.7% | +45.2% | -48.9% | -19.2% |
| 3Y | +62.9% | +173.8% | -110.8% | -1.8% |
| All | +41.9% | +223.3% | -181.3% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling