+2,417.1%
MSCI vs WAB
+1,644.3%
+772.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +0.4% | -3.2% | +3.6% | +1.8% |
| 30D | +0.6% | -4.4% | +5.0% | +2.5% |
| 3M | -7.1% | +7.9% | -14.9% | -11.1% |
| 6M | +0.8% | +8.7% | -7.9% | -4.6% |
| YTD | +1.0% | +33.0% | -32.0% | -13.0% |
| 1Y | +4.3% | +46.7% | -42.3% | -14.4% |
| 3Y | +9.9% | +153.0% | -143.0% | -31.1% |
| 5Y | -6.8% | +222.3% | -229.0% | -47.8% |
| 10Y | +614.7% | +291.0% | +323.7% | +216.5% |
| All | +2,417.1% | +1,644.3% | +772.8% | +278.6% |
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