+172.3%
XLE vs WAB
+274.3%
-102.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | -0.2% | +3.1% | -3.4% | -1.8% |
| 30D | -4.0% | +6.4% | -10.4% | -7.2% |
| 3M | +4.6% | +2.2% | +2.5% | +2.9% |
| 6M | +12.3% | +13.7% | -1.4% | +3.6% |
| YTD | +44.5% | +43.0% | +1.5% | +17.1% |
| 1Y | +42.4% | +47.0% | -4.5% | +13.6% |
| 3Y | +67.0% | +174.4% | -107.3% | -6.9% |
| 5Y | +161.9% | +222.2% | -60.3% | +30.4% |
| All | +172.3% | +274.3% | -102.0% | +8.3% |
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