+513.3%
XRT vs WAB
+1,689.0%
-1,175.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +0.8% | -3.2% | +4.0% | +2.3% |
| 30D | -4.2% | -4.4% | +0.3% | -2.2% |
| 3M | +5.1% | +7.9% | -2.8% | +0.7% |
| 6M | +2.4% | +8.7% | -6.3% | -2.6% |
| YTD | +3.2% | +33.0% | -29.8% | -10.7% |
| 1Y | +1.5% | +46.7% | -45.1% | -16.2% |
| 3Y | +40.6% | +153.0% | -112.4% | -11.0% |
| 5Y | -1.0% | +222.3% | -223.3% | -44.0% |
| 10Y | +128.4% | +291.0% | -162.6% | +6.7% |
| All | +513.3% | +1,689.0% | -1,175.6% | +30.1% |
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 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