+40.9%
MCO vs WAB
+164.6%
-123.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -1.7% | -5.9% | +4.2% | +0.3% |
| 3M | +3.9% | +9.4% | -5.5% | -0.4% |
| 6M | +3.8% | +13.8% | -10.0% | -3.0% |
| YTD | -7.9% | +31.8% | -39.7% | -20.3% |
| 1Y | -6.8% | +48.5% | -55.4% | -24.6% |
| All | +40.9% | +164.6% | -123.7% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling