+788.5%
XLK vs WAB
+296.8%
+491.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -0.6% | -4.1% | +3.4% | +0.9% |
| 3M | +2.6% | +8.2% | -5.6% | -0.9% |
| 6M | +34.0% | +15.4% | +18.6% | +25.9% |
| YTD | +30.7% | +33.1% | -2.5% | +16.0% |
| 1Y | +39.2% | +48.1% | -8.9% | +18.5% |
| 3Y | +120.4% | +167.7% | -47.3% | +50.8% |
| 5Y | +148.8% | +225.7% | -76.9% | +58.4% |
| All | +788.5% | +296.8% | +491.7% | +381.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling