+467.0%
MRNA vs WAB
+49.7%
+417.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +126.1% | -4.1% | +130.2% | +127.7% |
| 3M | +190.0% | +8.2% | +181.9% | +167.7% |
| 6M | +157.2% | +15.4% | +141.8% | +120.0% |
| YTD | +388.2% | +33.1% | +355.1% | +261.2% |
| 1Y | +467.0% | +48.1% | +419.0% | +287.1% |
| All | +467.0% | +49.7% | +417.4% | +287.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling