+42.7%
WAB vs M
+25.7%
+17.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +3.4% |
| 7D | +4.0% | +2.5% | +1.4% | +3.4% |
| 30D | +4.5% | +10.1% | -5.6% | +2.3% |
| 3M | +2.3% | -0.9% | +3.2% | +2.3% |
| 6M | +12.5% | +30.2% | -17.7% | +4.8% |
| YTD | +40.2% | +16.3% | +23.9% | +33.2% |
| All | +42.7% | +25.7% | +17.0% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling