+285.3%
WAB vs M
+3.7%
+281.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +3.3% |
| 7D | +4.0% | +2.5% | +1.4% | +3.3% |
| 30D | +4.5% | +10.1% | -5.6% | +2.0% |
| 3M | +2.3% | -0.9% | +3.2% | +2.1% |
| 6M | +12.5% | +30.2% | -17.7% | +4.9% |
| YTD | +40.2% | +16.3% | +23.9% | +33.5% |
| 1Y | +45.2% | +27.0% | +18.2% | +35.4% |
| 3Y | +171.8% | +154.5% | +17.3% | +102.9% |
| 5Y | +217.6% | -1.1% | +218.7% | +180.2% |
| 10Y | +285.3% | +0.5% | +284.8% | +155.0% |
| All | +285.3% | +3.7% | +281.6% | +155.0% |
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