+433.8%
MAR vs WAB
+296.8%
+137.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.1% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -5.4% | -4.1% | -1.3% | -3.2% |
| 3M | -15.5% | +8.2% | -23.7% | -20.1% |
| 6M | +3.0% | +15.4% | -12.4% | -6.5% |
| YTD | +8.5% | +33.1% | -24.6% | -9.3% |
| 1Y | +26.0% | +48.1% | -22.1% | -1.3% |
| 3Y | +68.6% | +167.7% | -99.1% | -7.2% |
| 5Y | +157.4% | +225.7% | -68.3% | +25.7% |
| All | +433.8% | +296.8% | +137.0% | +110.5% |
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