+568.4%
MA vs WAB
+288.7%
+279.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | +1.8% | +4.0% | -2.2% | +0.2% |
| 30D | +11.8% | +6.3% | +5.5% | +9.0% |
| 3M | +17.2% | +3.3% | +13.9% | +15.3% |
| 6M | +33.4% | +14.5% | +18.9% | +25.0% |
| YTD | +16.1% | +42.7% | -26.5% | -1.2% |
| 1Y | +19.9% | +45.2% | -25.3% | +1.2% |
| 3Y | +70.1% | +173.8% | -103.7% | +8.1% |
| 5Y | +89.6% | +223.8% | -134.1% | +11.1% |
| 10Y | +568.4% | +280.5% | +287.9% | +219.1% |
| All | +568.4% | +288.7% | +279.7% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling