+3.0%
MCHP vs WAB
+221.8%
-218.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -6.0% | -4.1% | -2.0% | -2.4% |
| 3M | -19.7% | +8.2% | -27.9% | -26.0% |
| 6M | +14.0% | +15.4% | -1.4% | -1.0% |
| YTD | +18.4% | +33.1% | -14.7% | -10.2% |
| 1Y | +17.1% | +48.1% | -31.0% | -19.7% |
| 3Y | +0.7% | +167.7% | -167.0% | -59.5% |
| All | +3.0% | +221.8% | -218.8% | -64.6% |
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