+128.8%
XLP vs WAB
+305.5%
-176.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | 0.0% |
| 7D | +0.1% | +4.0% | -3.9% | -0.6% |
| 30D | +8.9% | +4.5% | +4.5% | +8.0% |
| 3M | +7.5% | +2.3% | +5.2% | +6.9% |
| 6M | +9.4% | +12.5% | -3.0% | +6.7% |
| YTD | +19.3% | +40.2% | -20.9% | +11.6% |
| 1Y | +21.7% | +45.2% | -23.5% | +13.2% |
| 3Y | +44.0% | +171.8% | -127.8% | +17.8% |
| 5Y | +42.8% | +217.6% | -174.8% | +12.4% |
| 10Y | +128.8% | +285.3% | -156.5% | +61.8% |
| All | +128.8% | +305.5% | -176.7% | +61.8% |
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