+629.1%
MRNA vs WAB
+232.5%
+396.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.1% |
| 7D | -10.1% | +0.2% | -10.3% | -10.1% |
| 30D | +126.7% | -4.6% | +131.3% | +128.3% |
| 3M | +184.1% | +5.6% | +178.5% | +178.9% |
| 6M | +143.3% | +13.8% | +129.5% | +134.9% |
| YTD | +359.9% | +31.9% | +328.0% | +331.7% |
| 1Y | +454.2% | +48.3% | +405.9% | +409.6% |
| 3Y | +26.0% | +167.1% | -141.2% | +8.1% |
| 5Y | -70.3% | +222.9% | -293.1% | -74.8% |
| All | +629.1% | +232.5% | +396.6% | +636.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling