+58.1%
XYZ vs WAB
+171.1%
-113.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.3% |
| 7D | -2.1% | +7.9% | -10.0% | -6.7% |
| 30D | +7.0% | +4.9% | +2.1% | +3.7% |
| 3M | +5.1% | +1.8% | +3.3% | +3.6% |
| 6M | +14.1% | +12.0% | +2.1% | +4.1% |
| YTD | +26.4% | +41.3% | -14.9% | -5.7% |
| 1Y | +25.1% | +43.8% | -18.8% | -8.2% |
| All | +58.1% | +171.1% | -113.0% | -27.8% |
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