+218.0%
XLE vs WAB
+222.7%
-4.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +2.2% | -3.2% | +5.4% | +3.4% |
| 30D | +11.8% | -4.4% | +16.2% | +13.5% |
| 3M | +9.8% | +7.9% | +2.0% | +5.9% |
| 6M | +15.6% | +8.7% | +6.9% | +10.2% |
| YTD | +45.3% | +33.0% | +12.3% | +26.5% |
| 1Y | +48.3% | +46.7% | +1.7% | +23.1% |
| 3Y | +55.4% | +153.0% | -97.6% | -2.1% |
| All | +218.0% | +222.7% | -4.7% | +69.1% |
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