+199.5%
MCHP vs WAB
+296.8%
-97.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -6.0% | -4.1% | -2.0% | -3.5% |
| 3M | -19.7% | +8.2% | -27.9% | -23.9% |
| 6M | +14.0% | +15.4% | -1.4% | +4.0% |
| YTD | +18.4% | +33.1% | -14.7% | -1.2% |
| 1Y | +17.1% | +48.1% | -31.0% | -8.6% |
| 3Y | +0.7% | +167.7% | -167.0% | -43.7% |
| 5Y | +5.1% | +225.7% | -220.6% | -46.7% |
| All | +199.5% | +296.8% | -97.4% | +20.4% |
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