+153.1%
MAR vs WAB
+220.1%
-67.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -5.7% | -5.9% | +0.2% | -2.3% |
| 3M | -14.6% | +9.4% | -24.0% | -20.2% |
| 6M | +1.3% | +13.8% | -12.5% | -8.1% |
| YTD | +6.7% | +31.8% | -25.1% | -12.0% |
| 1Y | +26.4% | +48.5% | -22.1% | -3.9% |
| 3Y | +64.7% | +167.0% | -102.2% | -17.3% |
| 5Y | +153.1% | +222.3% | -69.3% | +8.0% |
| All | +153.1% | +220.1% | -67.1% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling