+67.0%
MAR vs WAB
+164.8%
-97.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -4.7% | -4.6% | -0.1% | -2.5% |
| 3M | -15.6% | +5.6% | -21.2% | -18.9% |
| 6M | +1.2% | +13.8% | -12.6% | -7.3% |
| YTD | +7.5% | +31.9% | -24.4% | -9.8% |
| 1Y | +26.6% | +48.3% | -21.6% | -1.1% |
| All | +67.0% | +164.8% | -97.8% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling