+124.6%
XLP vs WAB
+287.6%
-163.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.6% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +10.3% | +0.4% | +9.8% | +10.1% |
| 3M | +6.5% | -3.8% | +10.4% | +7.1% |
| 6M | +8.4% | +5.1% | +3.3% | +7.0% |
| YTD | +18.2% | +33.3% | -15.1% | +11.6% |
| 1Y | +22.4% | +39.8% | -17.4% | +14.6% |
| 3Y | +41.9% | +161.1% | -119.2% | +17.0% |
| 5Y | +40.9% | +209.5% | -168.6% | +11.6% |
| All | +124.6% | +287.6% | -163.1% | +63.3% |
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