+12.3%
XLI vs WAB
+46.5%
-34.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | +0.6% | +4.5% | -4.0% | -1.6% |
| 30D | -0.4% | +1.1% | -1.4% | -1.0% |
| 3M | -8.8% | -1.3% | -7.6% | -8.4% |
| 6M | -0.4% | +12.7% | -13.1% | -6.9% |
| YTD | +10.1% | +38.7% | -28.6% | -8.7% |
| 1Y | +12.3% | +44.9% | -32.6% | -9.0% |
| All | +12.3% | +46.5% | -34.2% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling