+169.4%
XLV vs WAB
+296.8%
-127.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -1.8% | -4.1% | +2.2% | -0.9% |
| 3M | +7.8% | +8.2% | -0.4% | +5.4% |
| 6M | +9.1% | +15.4% | -6.3% | +4.8% |
| YTD | +7.7% | +33.1% | -25.4% | -0.1% |
| 1Y | +20.4% | +48.1% | -27.6% | +8.7% |
| 3Y | +30.8% | +167.7% | -137.0% | +0.9% |
| 5Y | +34.6% | +225.7% | -191.1% | -2.1% |
| All | +169.4% | +296.8% | -127.4% | +68.9% |
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