-25.1%
MARA vs WAB
+48.2%
-73.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -3.1% |
| 7D | +6.0% | -3.2% | +9.2% | +8.9% |
| 30D | +0.6% | -4.4% | +5.1% | +4.5% |
| 3M | -18.5% | +7.9% | -26.4% | -23.8% |
| 6M | +21.7% | +8.7% | +13.0% | +13.6% |
| YTD | +25.9% | +33.0% | -7.0% | -5.3% |
| 1Y | -25.1% | +46.7% | -71.8% | -48.0% |
| All | -25.1% | +48.2% | -73.3% | -48.0% |
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