-74.1%
MARA vs WAB
+296.8%
-370.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.8% | +3.9% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | +24.3% | -4.1% | +28.3% | +28.7% |
| 3M | -12.0% | +8.2% | -20.2% | -18.2% |
| 6M | +40.1% | +15.4% | +24.7% | +23.1% |
| YTD | +33.4% | +33.1% | +0.3% | +4.3% |
| 1Y | -23.7% | +48.1% | -71.8% | -45.3% |
| 3Y | +19.0% | +167.7% | -148.8% | -45.0% |
| 5Y | -66.5% | +225.7% | -292.2% | -85.4% |
| All | -74.1% | +296.8% | -370.9% | -90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling