+505.6%
MA vs WAB
+283.1%
+222.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -1.8% | +1.7% | -3.4% | -2.4% |
| 30D | +1.4% | -2.4% | +3.8% | +2.3% |
| 3M | +17.7% | +9.7% | +8.1% | +12.7% |
| 6M | +9.7% | +16.5% | -6.8% | +1.7% |
| YTD | +0.5% | +33.7% | -33.2% | -12.1% |
| 1Y | -2.1% | +49.7% | -51.7% | -18.4% |
| 3Y | +40.1% | +170.9% | -130.8% | -10.4% |
| 5Y | +67.5% | +228.0% | -160.5% | -1.7% |
| 10Y | +505.6% | +284.8% | +220.8% | +192.9% |
| All | +505.6% | +283.1% | +222.5% | +192.9% |
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