+779.7%
MSCI vs WAB
+305.5%
+474.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.9% |
| 7D | +1.5% | +4.0% | -2.5% | +0.1% |
| 30D | +14.4% | +4.5% | +9.9% | +12.5% |
| 3M | +15.2% | +2.3% | +12.9% | +14.0% |
| 6M | +11.2% | +12.5% | -1.3% | +5.6% |
| YTD | +13.9% | +40.2% | -26.3% | -0.9% |
| 1Y | +12.5% | +45.2% | -32.7% | -3.5% |
| 3Y | +32.3% | +171.8% | -139.5% | -11.6% |
| 5Y | +4.9% | +217.6% | -212.7% | -34.0% |
| 10Y | +779.7% | +285.3% | +494.4% | +353.7% |
| All | +779.7% | +305.5% | +474.2% | +353.7% |
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