+561.3%
XLP vs WAB
+2,867.0%
-2,305.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.1% |
| 7D | +3.5% | -2.5% | +6.0% | +3.8% |
| 30D | +11.6% | -4.4% | +15.9% | +12.2% |
| 3M | +7.6% | -5.9% | +13.6% | +8.5% |
| 6M | +10.0% | +5.9% | +4.1% | +8.7% |
| YTD | +19.7% | +30.9% | -11.2% | +14.4% |
| 1Y | +23.5% | +35.8% | -12.3% | +17.3% |
| 3Y | +44.0% | +154.0% | -110.0% | +23.4% |
| 5Y | +42.7% | +203.9% | -161.2% | +18.2% |
| 10Y | +131.3% | +286.7% | -155.4% | +77.5% |
| All | +561.3% | +2,867.0% | -2,305.7% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling