+135.4%
XLP vs WAB
+288.7%
-153.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | +2.3% | +4.0% | -1.7% | +1.6% |
| 30D | +9.1% | +6.3% | +2.8% | +7.8% |
| 3M | +7.9% | +3.3% | +4.6% | +7.1% |
| 6M | +9.6% | +14.5% | -4.9% | +6.5% |
| YTD | +19.4% | +42.7% | -23.2% | +11.4% |
| 1Y | +22.4% | +45.2% | -22.8% | +13.7% |
| 3Y | +43.2% | +173.8% | -130.6% | +16.9% |
| 5Y | +42.6% | +223.8% | -181.2% | +11.7% |
| 10Y | +135.4% | +280.5% | -145.1% | +64.9% |
| All | +135.4% | +288.7% | -153.3% | +64.9% |
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