+551.0%
XRT vs WAB
+1,785.9%
-1,234.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.5% | +1.3% |
| 7D | +2.5% | +4.0% | -1.5% | +0.6% |
| 30D | +10.3% | +4.5% | +5.9% | +7.9% |
| 3M | +2.4% | +2.3% | +0.1% | +0.9% |
| 6M | +10.0% | +12.5% | -2.5% | +2.9% |
| YTD | +9.5% | +40.2% | -30.6% | -7.8% |
| 1Y | +17.2% | +45.2% | -28.0% | -3.0% |
| 3Y | +62.0% | +171.8% | -109.8% | -1.0% |
| 5Y | -2.1% | +217.6% | -219.7% | -44.4% |
| 10Y | +152.6% | +285.3% | -132.8% | +18.7% |
| All | +551.0% | +1,785.9% | -1,234.9% | +34.3% |
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