-21.0%
MDLN vs WAB
+31.8%
-52.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -11.5% | -0.2% | -11.3% | -11.5% |
| 30D | -7.6% | -5.9% | -1.7% | -7.2% |
| 3M | -11.4% | +9.4% | -20.7% | -11.6% |
| 6M | -24.5% | +13.8% | -38.3% | -25.9% |
| YTD | -22.9% | +31.8% | -54.6% | -26.4% |
| All | -21.0% | +31.8% | -52.8% | -24.8% |
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