+26.0%
MAR vs WAB
+49.7%
-23.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.4% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -5.4% | -4.1% | -1.3% | -4.2% |
| 3M | -15.5% | +8.2% | -23.7% | -18.7% |
| 6M | +3.0% | +15.4% | -12.4% | -4.5% |
| YTD | +8.5% | +33.1% | -24.6% | -5.5% |
| 1Y | +26.0% | +48.1% | -22.1% | +7.0% |
| All | +26.0% | +49.7% | -23.7% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling