+554.0%
XYZ vs WAB
+288.4%
+265.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.7% |
| 7D | +12.1% | +1.4% | +10.7% | +11.3% |
| 30D | +12.4% | +0.4% | +12.0% | +12.0% |
| 3M | +8.2% | -3.8% | +12.0% | +10.4% |
| 6M | +20.7% | +5.1% | +15.6% | +15.5% |
| YTD | +31.3% | +33.3% | -2.0% | +8.2% |
| 1Y | +20.5% | +39.8% | -19.3% | -3.5% |
| 3Y | +72.6% | +161.1% | -88.4% | -3.1% |
| 5Y | -64.0% | +209.5% | -273.4% | -81.0% |
| 10Y | +601.8% | +293.8% | +308.0% | +190.2% |
| All | +554.0% | +288.4% | +265.6% | +147.2% |
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 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