+891.0%
XLV vs WAB
+2,886.0%
-1,995.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -1.4% | -5.9% | +4.5% | -0.2% |
| 3M | +8.9% | +9.4% | -0.5% | +6.6% |
| 6M | +9.1% | +13.8% | -4.7% | +5.8% |
| YTD | +7.9% | +31.8% | -23.8% | +1.5% |
| 1Y | +22.7% | +48.5% | -25.8% | +12.5% |
| 3Y | +31.9% | +167.0% | -135.0% | +6.4% |
| 5Y | +34.9% | +222.3% | -187.4% | +3.8% |
| 10Y | +173.9% | +289.6% | -115.8% | +92.8% |
| All | +891.0% | +2,886.0% | -1,995.0% | +334.9% |
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 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