+1,075.5%
XLI vs WAB
+3,074.5%
-1,999.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | +3.8% | +5.1% | -1.3% | +2.0% |
| 30D | +1.0% | +4.0% | -3.0% | -0.4% |
| 3M | -8.9% | +0.1% | -9.0% | -9.0% |
| 6M | -2.3% | +12.8% | -15.1% | -6.7% |
| YTD | +9.7% | +40.1% | -30.4% | -3.0% |
| 1Y | +12.3% | +46.4% | -34.1% | -2.2% |
| 3Y | +71.5% | +167.4% | -95.9% | +20.2% |
| 5Y | +70.2% | +215.0% | -144.9% | +12.0% |
| 10Y | +227.5% | +269.2% | -41.7% | +92.8% |
| All | +1,075.5% | +3,074.5% | -1,999.0% | +237.6% |
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