+554.8%
MA vs WAB
+305.5%
+249.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.7% | -1.5% |
| 7D | -0.3% | +4.0% | -4.3% | -1.9% |
| 30D | +11.3% | +4.5% | +6.8% | +9.2% |
| 3M | +16.7% | +2.3% | +14.4% | +15.3% |
| 6M | +32.8% | +12.5% | +20.3% | +25.3% |
| YTD | +15.6% | +40.2% | -24.6% | -1.0% |
| 1Y | +19.6% | +45.2% | -25.6% | +0.9% |
| 3Y | +72.1% | +171.8% | -99.7% | +9.8% |
| 5Y | +96.0% | +217.6% | -121.6% | +15.9% |
| 10Y | +554.8% | +285.3% | +269.5% | +217.0% |
| All | +554.8% | +305.5% | +249.3% | +217.0% |
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