+269.0%
WAB vs M
-6.5%
+275.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +3.1% | -3.3% | +6.4% | +3.9% |
| 30D | +6.4% | +8.1% | -1.6% | +4.4% |
| 3M | +2.2% | +2.2% | 0.0% | +1.2% |
| 6M | +13.7% | +35.1% | -21.4% | +5.1% |
| YTD | +43.0% | +15.8% | +27.2% | +36.3% |
| 1Y | +47.0% | +25.8% | +21.1% | +37.3% |
| 3Y | +174.4% | +156.2% | +18.1% | +104.6% |
| 5Y | +222.2% | -2.4% | +224.5% | +185.2% |
| All | +269.0% | -6.5% | +275.6% | +142.9% |
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