+1,477.5%
XLK vs WAB
+2,888.2%
-1,410.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +0.8% | -4.6% | +5.4% | +2.4% |
| 3M | +4.1% | +5.6% | -1.6% | +1.9% |
| 6M | +34.8% | +13.8% | +20.9% | +28.5% |
| YTD | +30.8% | +31.9% | -1.0% | +18.7% |
| 1Y | +42.4% | +48.3% | -5.9% | +24.2% |
| 3Y | +121.8% | +167.1% | -45.3% | +59.8% |
| 5Y | +146.6% | +222.9% | -76.3% | +66.9% |
| 10Y | +804.3% | +289.9% | +514.3% | +435.2% |
| All | +1,477.5% | +2,888.2% | -1,410.6% | +304.6% |
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