+548.6%
XRT vs WAB
+1,819.4%
-1,270.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.2% |
| 7D | +4.1% | +4.0% | +0.1% | +2.2% |
| 30D | +9.9% | +6.3% | +3.6% | +6.6% |
| 3M | +2.3% | +3.3% | -1.0% | +0.4% |
| 6M | +9.6% | +14.5% | -4.9% | +1.7% |
| YTD | +9.1% | +42.7% | -33.5% | -8.8% |
| 1Y | +16.2% | +45.2% | -29.0% | -3.7% |
| 3Y | +60.1% | +173.8% | -113.7% | -2.5% |
| 5Y | -0.5% | +223.8% | -224.3% | -44.0% |
| 10Y | +145.1% | +280.5% | -135.4% | +15.9% |
| All | +548.6% | +1,819.4% | -1,270.8% | +32.7% |
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 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