+28.4%
XLY vs WAB
+221.8%
-193.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -4.2% | -4.1% | -0.1% | -2.2% |
| 3M | -2.7% | +8.2% | -10.9% | -7.6% |
| 6M | -0.6% | +15.4% | -16.0% | -9.6% |
| YTD | -5.0% | +33.1% | -38.2% | -20.6% |
| 1Y | -4.1% | +48.1% | -52.2% | -24.8% |
| 3Y | +33.6% | +167.7% | -134.1% | -27.3% |
| All | +28.4% | +221.8% | -193.4% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling