-20.7%
MDLN vs WAB
+33.2%
-53.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | -11.1% | +0.1% | -11.2% | -11.1% |
| 30D | -8.4% | -4.1% | -4.3% | -8.1% |
| 3M | -12.4% | +8.2% | -20.6% | -12.4% |
| 6M | -23.3% | +15.4% | -38.7% | -24.8% |
| YTD | -22.5% | +33.1% | -55.7% | -26.2% |
| All | -20.7% | +33.2% | -53.8% | -24.5% |
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 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