+264.6%
WAB vs M
-8.5%
+273.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +7.9% | +0.6% | +7.3% | +7.7% |
| 30D | +4.9% | +7.0% | -2.1% | +3.1% |
| 3M | +1.8% | +3.1% | -1.4% | +0.7% |
| 6M | +12.0% | +33.5% | -21.6% | +3.8% |
| YTD | +41.3% | +13.4% | +27.9% | +35.3% |
| 1Y | +43.8% | +22.4% | +21.4% | +35.2% |
| 3Y | +171.1% | +150.9% | +20.2% | +103.1% |
| 5Y | +217.7% | -3.0% | +220.8% | +181.7% |
| All | +264.6% | -8.5% | +273.1% | +141.2% |
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