+227.9%
WAB vs M
+27.3%
+200.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | -3.2% | +4.7% | -7.9% | -4.1% |
| 30D | -4.4% | -9.6% | +5.2% | -2.6% |
| 3M | +7.9% | +0.9% | +7.0% | +7.3% |
| 6M | +8.7% | +22.3% | -13.6% | +3.9% |
| YTD | +33.0% | +6.5% | +26.5% | +30.2% |
| 1Y | +46.7% | +38.8% | +7.9% | +36.1% |
| 3Y | +153.0% | +115.9% | +37.1% | +102.8% |
| All | +227.9% | +27.3% | +200.6% | +185.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling