+1,096.1%
XLY vs WAB
+2,886.0%
-1,790.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -6.1% | -5.9% | -0.2% | -4.3% |
| 3M | -1.2% | +9.4% | -10.5% | -4.5% |
| 6M | -1.8% | +13.8% | -15.6% | -6.5% |
| YTD | -5.9% | +31.8% | -37.6% | -14.6% |
| 1Y | -3.1% | +48.5% | -51.6% | -15.6% |
| 3Y | +36.0% | +167.0% | -131.0% | -2.0% |
| 5Y | +27.6% | +222.3% | -194.7% | -13.5% |
| 10Y | +216.8% | +289.6% | -72.9% | +88.7% |
| All | +1,096.1% | +2,886.0% | -1,790.0% | +254.6% |
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