+48.3%
WAB vs M
+30.1%
+18.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.6% |
| 7D | +0.2% | -4.1% | +4.3% | +1.0% |
| 30D | -4.6% | -13.6% | +9.1% | -1.8% |
| 3M | +5.6% | -2.3% | +7.9% | +5.7% |
| 6M | +13.8% | +21.9% | -8.1% | +8.0% |
| YTD | +31.9% | -0.6% | +32.4% | +30.0% |
| 1Y | +48.3% | +29.7% | +18.5% | +40.1% |
| All | +48.3% | +30.1% | +18.2% | +40.1% |
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