+248.8%
XLF vs WAB
+296.8%
-48.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.2% | -4.1% | +2.9% | +0.7% |
| 3M | +9.2% | +8.2% | +1.0% | +4.6% |
| 6M | +16.3% | +15.4% | +0.9% | +7.5% |
| YTD | +5.4% | +33.1% | -27.7% | -9.1% |
| 1Y | +7.6% | +48.1% | -40.5% | -12.0% |
| 3Y | +74.2% | +167.7% | -93.5% | +5.7% |
| 5Y | +66.1% | +225.7% | -159.6% | -9.4% |
| All | +248.8% | +296.8% | -48.0% | +50.5% |
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