-63.7%
XYZ vs WAB
+214.2%
-277.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.6% |
| 7D | -1.1% | +5.1% | -6.1% | -5.4% |
| 30D | +11.5% | +4.0% | +7.5% | +7.2% |
| 3M | +1.8% | +0.1% | +1.7% | +1.0% |
| 6M | +21.2% | +12.8% | +8.4% | +4.9% |
| YTD | +29.9% | +40.1% | -10.1% | -11.8% |
| 1Y | +35.8% | +46.4% | -10.6% | -12.3% |
| 3Y | +62.6% | +167.4% | -104.8% | -50.0% |
| All | -63.7% | +214.2% | -277.9% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling