+20.7%
XLK vs WAB
+46.5%
-25.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -7.6% | +4.5% | -12.1% | -9.0% |
| 30D | -12.2% | +1.1% | -13.2% | -12.5% |
| 3M | -5.5% | -1.3% | -4.2% | -5.2% |
| 6M | +9.2% | +12.7% | -3.6% | +4.3% |
| YTD | +23.0% | +38.7% | -15.6% | +5.8% |
| 1Y | +20.7% | +44.9% | -24.2% | +0.9% |
| All | +20.7% | +46.5% | -25.8% | +0.9% |
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