-68.0%
MARA vs WAB
+220.1%
-288.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.2% |
| 30D | +18.1% | -5.9% | +23.9% | +28.1% |
| 3M | -9.4% | +9.4% | -18.8% | -21.7% |
| 6M | +33.4% | +13.8% | +19.5% | +7.3% |
| YTD | +27.3% | +31.8% | -4.5% | -17.2% |
| 1Y | -27.9% | +48.5% | -76.5% | -60.9% |
| 3Y | +4.8% | +167.0% | -162.2% | -78.2% |
| 5Y | -68.0% | +222.3% | -290.3% | -94.5% |
| All | -68.0% | +220.1% | -288.2% | -94.5% |
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 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