+72.1%
MA vs WAB
+157.8%
-85.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | +2.3% | +1.4% | +0.9% | +2.0% |
| 30D | +14.7% | +0.4% | +14.3% | +14.5% |
| 3M | +13.5% | -3.8% | +17.3% | +14.4% |
| 6M | +33.1% | +5.1% | +28.0% | +30.6% |
| YTD | +15.1% | +33.3% | -18.3% | +3.3% |
| 1Y | +18.7% | +39.8% | -21.1% | +4.6% |
| 3Y | +72.1% | +161.1% | -89.0% | +25.3% |
| All | +72.1% | +157.8% | -85.7% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling