+49.0%
MAR vs WAB
+43.7%
+5.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.6% |
| 7D | +1.8% | +7.9% | -6.1% | -0.9% |
| 30D | +14.3% | +4.9% | +9.4% | +12.3% |
| 3M | +20.0% | +1.8% | +18.2% | +19.0% |
| 6M | +21.7% | +12.0% | +9.8% | +15.6% |
| YTD | +37.7% | +41.3% | -3.6% | +10.7% |
| All | +49.0% | +43.7% | +5.2% | +15.8% |
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