+124.8%
XRT vs WAB
+282.7%
-157.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -6.9% | -4.6% | -2.4% | -5.0% |
| 3M | -0.4% | +5.6% | -6.1% | -3.6% |
| 6M | +2.2% | +13.8% | -11.6% | -4.8% |
| YTD | -0.7% | +31.9% | -32.5% | -13.7% |
| 1Y | -2.0% | +48.3% | -50.3% | -19.5% |
| 3Y | +41.0% | +167.1% | -126.1% | -12.8% |
| 5Y | -3.3% | +222.9% | -226.2% | -45.1% |
| 10Y | +124.8% | +289.9% | -165.1% | +2.1% |
| All | +124.8% | +282.7% | -157.8% | +2.1% |
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