+72.6%
XYZ vs WAB
+157.8%
-85.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.6% |
| 7D | +12.1% | +1.4% | +10.7% | +11.2% |
| 30D | +12.4% | +0.4% | +12.0% | +12.0% |
| 3M | +8.2% | -3.8% | +12.0% | +10.5% |
| 6M | +20.7% | +5.1% | +15.6% | +14.8% |
| YTD | +31.3% | +33.3% | -2.0% | +1.9% |
| 1Y | +20.5% | +39.8% | -19.3% | -10.4% |
| 3Y | +72.6% | +161.1% | -88.4% | -12.2% |
| All | +72.6% | +157.8% | -85.2% | -12.2% |
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