+2,498.9%
MAR vs WAB
+2,119.6%
+379.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -4.2% | -3.2% | -0.9% | -2.9% |
| 30D | -6.7% | -4.4% | -2.2% | -5.0% |
| 3M | -12.5% | +7.9% | -20.3% | -15.7% |
| 6M | +0.6% | +8.7% | -8.1% | -3.7% |
| YTD | +9.1% | +33.0% | -23.9% | -3.8% |
| 1Y | +26.2% | +46.7% | -20.4% | +6.7% |
| 3Y | +68.2% | +153.0% | -84.8% | +13.5% |
| 5Y | +163.9% | +222.3% | -58.4% | +61.6% |
| 10Y | +420.6% | +291.0% | +129.6% | +182.5% |
| All | +2,498.9% | +2,119.6% | +379.3% | +589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling