+2,715.8%
MSCI vs WAB
+1,648.8%
+1,067.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.2% |
| 30D | +15.4% | +0.4% | +15.0% | +15.0% |
| 3M | +13.4% | -3.8% | +17.3% | +14.9% |
| 6M | +10.9% | +5.1% | +5.8% | +6.9% |
| YTD | +13.0% | +33.3% | -20.3% | -3.1% |
| 1Y | +12.0% | +39.8% | -27.8% | -6.1% |
| 3Y | +34.1% | +161.1% | -127.0% | -17.2% |
| 5Y | +3.9% | +209.5% | -205.6% | -40.9% |
| 10Y | +802.0% | +293.8% | +508.2% | +297.8% |
| All | +2,715.8% | +1,648.8% | +1,067.0% | +321.7% |
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 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