+498.8%
MAR vs WAB
+266.7%
+232.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.1% |
| 7D | +1.6% | +5.1% | -3.5% | -1.3% |
| 30D | +13.8% | +4.0% | +9.8% | +11.1% |
| 3M | +20.3% | +0.1% | +20.2% | +19.8% |
| 6M | +21.3% | +12.8% | +8.5% | +11.5% |
| YTD | +37.2% | +40.1% | -2.9% | +10.9% |
| 1Y | +48.4% | +46.4% | +2.1% | +16.9% |
| 3Y | +120.1% | +167.4% | -47.2% | +20.6% |
| 5Y | +182.1% | +215.0% | -33.0% | +39.0% |
| All | +498.8% | +266.7% | +232.1% | +134.3% |
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 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