+302.4%
MXL vs WAB
+296.8%
+5.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.5% | +6.8% |
| 7D | +18.9% | +0.1% | +18.7% | +18.7% |
| 30D | +0.3% | -4.1% | +4.4% | +3.6% |
| 3M | -8.0% | +8.2% | -16.2% | -13.2% |
| 6M | +341.2% | +15.4% | +325.8% | +294.5% |
| YTD | +327.8% | +33.1% | +294.7% | +247.4% |
| 1Y | +364.9% | +48.1% | +316.8% | +253.3% |
| 3Y | +229.2% | +167.7% | +61.5% | +73.2% |
| 5Y | +42.8% | +225.7% | -182.9% | -32.7% |
| All | +302.4% | +296.8% | +5.6% | +47.6% |
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 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