+73.6%
XLF vs WAB
+164.8%
-91.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -1.0% | +0.2% | -1.3% | -1.1% |
| 30D | -1.3% | -4.6% | +3.3% | +0.3% |
| 3M | +9.1% | +5.6% | +3.5% | +6.4% |
| 6M | +14.4% | +13.8% | +0.5% | +7.6% |
| YTD | +5.1% | +31.9% | -26.8% | -7.3% |
| 1Y | +8.6% | +48.3% | -39.6% | -9.0% |
| All | +73.6% | +164.8% | -91.2% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling