+117.5%
XLK vs WAB
+164.6%
-47.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -0.5% | -5.9% | +5.4% | +2.5% |
| 3M | +5.0% | +9.4% | -4.4% | -0.4% |
| 6M | +32.9% | +13.8% | +19.0% | +22.5% |
| YTD | +29.0% | +31.8% | -2.8% | +9.1% |
| 1Y | +37.8% | +48.5% | -10.7% | +8.4% |
| All | +117.5% | +164.6% | -47.1% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling