+349.5%
MTUM vs WAB
+296.8%
+52.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | -4.1% | +1.6% | -1.0% |
| 3M | -3.6% | +8.2% | -11.8% | -6.4% |
| 6M | +23.7% | +15.4% | +8.3% | +17.5% |
| YTD | +22.9% | +33.1% | -10.2% | +11.2% |
| 1Y | +21.8% | +48.1% | -26.3% | +6.2% |
| 3Y | +114.4% | +167.7% | -53.3% | +55.1% |
| 5Y | +79.6% | +225.7% | -146.2% | +21.7% |
| All | +349.5% | +296.8% | +52.7% | +160.8% |
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