+40.3%
XLC vs WAB
+221.8%
-181.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +2.1% | -4.1% | +6.2% | +3.7% |
| 3M | +0.7% | +8.2% | -7.5% | -3.1% |
| 6M | -3.2% | +15.4% | -18.6% | -9.9% |
| YTD | -3.8% | +33.1% | -36.9% | -16.1% |
| 1Y | -2.0% | +48.1% | -50.1% | -18.8% |
| 3Y | +71.4% | +167.7% | -96.4% | +4.4% |
| All | +40.3% | +221.8% | -181.4% | -24.0% |
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