+73.1%
MA vs WAB
+222.7%
-149.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -2.7% | -3.2% | +0.5% | -1.4% |
| 30D | +1.5% | -4.4% | +6.0% | +3.4% |
| 3M | +20.4% | +7.9% | +12.6% | +15.7% |
| 6M | +11.1% | +8.7% | +2.4% | +5.5% |
| YTD | +2.0% | +33.0% | -31.0% | -12.5% |
| 1Y | -2.2% | +46.7% | -48.8% | -20.2% |
| 3Y | +41.9% | +153.0% | -111.1% | -17.2% |
| All | +73.1% | +222.7% | -149.7% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling