+163.9%
XLE vs WAB
+305.5%
-141.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -2.0% |
| 7D | -7.9% | +4.0% | -11.9% | -9.8% |
| 30D | -4.8% | +4.5% | -9.3% | -7.2% |
| 3M | +8.4% | +2.3% | +6.1% | +6.5% |
| 6M | +12.7% | +12.5% | +0.2% | +4.5% |
| YTD | +41.3% | +40.2% | +1.1% | +15.6% |
| 1Y | +42.3% | +45.2% | -2.9% | +14.1% |
| 3Y | +65.1% | +171.8% | -106.7% | -7.6% |
| 5Y | +150.2% | +217.6% | -67.4% | +25.5% |
| 10Y | +163.9% | +285.3% | -121.4% | +3.3% |
| All | +163.9% | +305.5% | -141.5% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling