+142.5%
XLC vs WAB
+192.7%
-50.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.8% | -3.2% | +2.4% | +0.2% |
| 30D | +1.0% | -4.4% | +5.5% | +2.5% |
| 3M | -0.7% | +7.9% | -8.6% | -3.7% |
| 6M | -5.1% | +8.7% | -13.9% | -8.5% |
| YTD | -4.3% | +33.0% | -37.3% | -13.8% |
| 1Y | -0.6% | +46.7% | -47.2% | -13.6% |
| 3Y | +72.7% | +153.0% | -80.3% | +23.9% |
| 5Y | +38.0% | +222.3% | -184.3% | -9.1% |
| All | +142.5% | +192.7% | -50.3% | +39.2% |
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