+429.4%
XLF vs WAB
+3,074.5%
-2,645.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.2% |
| 7D | +2.7% | +5.1% | -2.4% | +0.6% |
| 30D | +7.6% | +4.0% | +3.6% | +5.7% |
| 3M | +1.1% | +0.1% | +1.0% | +0.7% |
| 6M | +15.9% | +12.8% | +3.1% | +9.2% |
| YTD | +8.4% | +40.1% | -31.6% | -7.0% |
| 1Y | +12.5% | +46.4% | -33.9% | -5.3% |
| 3Y | +81.6% | +167.4% | -85.8% | +17.5% |
| 5Y | +59.3% | +215.0% | -155.8% | -4.7% |
| 10Y | +225.4% | +269.2% | -43.7% | +70.3% |
| All | +429.4% | +3,074.5% | -2,645.2% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling