+533.2%
XYZ vs WAB
+287.4%
+245.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.1% |
| 7D | -1.0% | -3.2% | +2.2% | +1.0% |
| 30D | -1.7% | -4.4% | +2.7% | +0.9% |
| 3M | +16.7% | +7.9% | +8.9% | +10.4% |
| 6M | +26.9% | +8.7% | +18.1% | +18.8% |
| YTD | +27.1% | +33.0% | -5.8% | +5.2% |
| 1Y | +9.3% | +46.7% | -37.4% | -15.0% |
| 3Y | +42.3% | +153.0% | -110.7% | -18.6% |
| 5Y | -69.3% | +222.3% | -291.6% | -84.1% |
| 10Y | +586.8% | +291.0% | +295.8% | +185.1% |
| All | +533.2% | +287.4% | +245.8% | +140.4% |
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