+42.0%
XLP vs WAB
+203.5%
-161.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.0% |
| 3M | +6.5% | -3.8% | +10.4% | +7.1% |
| 6M | +8.4% | +5.1% | +3.3% | +6.8% |
| YTD | +18.2% | +33.3% | -15.1% | +10.8% |
| 1Y | +22.4% | +39.8% | -17.4% | +13.6% |
| 3Y | +41.9% | +161.1% | -119.2% | +10.5% |
| All | +42.0% | +203.5% | -161.5% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling