+508.9%
XLP vs WAB
+2,913.6%
-2,404.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -0.9% | -4.4% | +3.6% | -0.2% |
| 3M | +3.8% | +7.9% | -4.0% | +2.4% |
| 6M | -1.7% | +8.7% | -10.4% | -3.3% |
| YTD | +10.3% | +33.0% | -22.7% | +5.2% |
| 1Y | +7.8% | +46.7% | -38.9% | +1.2% |
| 3Y | +27.2% | +153.0% | -125.8% | +9.2% |
| 5Y | +32.5% | +222.3% | -189.7% | +8.9% |
| 10Y | +101.8% | +291.0% | -189.2% | +54.6% |
| All | +508.9% | +2,913.6% | -2,404.7% | +242.6% |
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