-7.5%
MSCI vs WAB
+222.7%
-230.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +0.4% | -3.2% | +3.6% | +1.7% |
| 30D | +0.6% | -4.4% | +5.0% | +2.4% |
| 3M | -7.1% | +7.9% | -14.9% | -11.1% |
| 6M | +0.8% | +8.7% | -7.9% | -4.7% |
| YTD | +1.0% | +33.0% | -32.0% | -14.4% |
| 1Y | +4.3% | +46.7% | -42.3% | -16.5% |
| 3Y | +9.9% | +153.0% | -143.0% | -39.9% |
| All | -7.5% | +222.7% | -230.2% | -57.7% |
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 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