+284.8%
WAB vs M
-6.4%
+291.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | +1.7% | +2.4% | -0.7% | +1.1% |
| 30D | -2.4% | -11.6% | +9.2% | +0.3% |
| 3M | +9.7% | +1.6% | +8.1% | +8.8% |
| 6M | +16.5% | +25.2% | -8.7% | +9.9% |
| YTD | +33.7% | +3.8% | +30.0% | +31.2% |
| 1Y | +49.7% | +36.3% | +13.3% | +37.4% |
| 3Y | +170.9% | +116.3% | +54.6% | +110.0% |
| 5Y | +228.0% | +28.2% | +199.9% | +168.8% |
| 10Y | +284.8% | -3.4% | +288.2% | +154.6% |
| All | +284.8% | -6.4% | +291.2% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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