+46.3%
XLU vs WAB
+167.4%
-121.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -3.3% | -4.1% | +0.8% | -2.5% |
| 3M | -3.2% | +8.2% | -11.3% | -5.0% |
| 6M | -7.0% | +15.4% | -22.4% | -10.2% |
| YTD | +0.6% | +33.1% | -32.5% | -5.9% |
| 1Y | +2.4% | +48.1% | -45.6% | -6.6% |
| 3Y | +46.3% | +167.7% | -121.5% | +6.4% |
| All | +46.3% | +167.4% | -121.1% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling