+605.8%
MSCI vs WAB
+283.1%
+322.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -4.0% |
| 7D | -2.1% | +1.7% | -3.7% | -2.6% |
| 30D | -1.7% | -2.4% | +0.7% | -1.0% |
| 3M | -8.2% | +9.7% | -17.9% | -11.8% |
| 6M | -2.4% | +16.5% | -19.0% | -8.8% |
| YTD | -2.8% | +33.7% | -36.5% | -13.9% |
| 1Y | -2.7% | +49.7% | -52.3% | -17.5% |
| 3Y | +7.3% | +170.9% | -163.6% | -28.1% |
| 5Y | -11.4% | +228.0% | -239.5% | -44.5% |
| 10Y | +605.8% | +284.8% | +321.0% | +260.2% |
| All | +605.8% | +283.1% | +322.7% | +260.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling