+43.4%
XRT vs WAB
+168.6%
-125.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.4% |
| 7D | -0.3% | +1.7% | -1.9% | -1.0% |
| 30D | -5.6% | -2.4% | -3.2% | -4.7% |
| 3M | +2.5% | +9.7% | -7.1% | -2.6% |
| 6M | +3.7% | +16.5% | -12.8% | -5.0% |
| YTD | +1.0% | +33.7% | -32.8% | -13.8% |
| 1Y | -1.2% | +49.7% | -50.9% | -20.6% |
| 3Y | +43.4% | +170.9% | -127.6% | -19.7% |
| All | +43.4% | +168.6% | -125.2% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling