+422.3%
XLF vs WAB
+2,913.6%
-2,491.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | 0.0% | -3.2% | +3.2% | +1.3% |
| 30D | +0.2% | -4.4% | +4.6% | +2.0% |
| 3M | +11.7% | +7.9% | +3.9% | +7.6% |
| 6M | +13.8% | +8.7% | +5.1% | +8.8% |
| YTD | +7.0% | +33.0% | -26.0% | -6.0% |
| 1Y | +9.1% | +46.7% | -37.5% | -8.2% |
| 3Y | +75.6% | +153.0% | -77.4% | +16.4% |
| 5Y | +66.4% | +222.3% | -155.8% | -1.0% |
| 10Y | +250.3% | +291.0% | -40.7% | +79.6% |
| All | +422.3% | +2,913.6% | -2,491.4% | +25.8% |
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