+139.5%
XLP vs WAB
+266.7%
-127.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.6% |
| 7D | +2.5% | +5.1% | -2.5% | +1.6% |
| 30D | +7.3% | +4.0% | +3.3% | +6.5% |
| 3M | +8.1% | +0.1% | +8.0% | +7.9% |
| 6M | +10.5% | +12.8% | -2.3% | +7.7% |
| YTD | +21.2% | +40.1% | -18.9% | +13.4% |
| 1Y | +22.7% | +46.4% | -23.7% | +13.9% |
| 3Y | +44.8% | +167.4% | -122.6% | +18.6% |
| 5Y | +44.7% | +215.0% | -170.3% | +13.9% |
| All | +139.5% | +266.7% | -127.2% | +68.0% |
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