+200.2%
WAB vs M
-11.5%
+211.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.7% |
| 7D | +1.4% | -4.3% | +5.7% | +2.2% |
| 30D | +0.4% | +1.3% | -0.9% | 0.0% |
| 3M | -3.8% | -7.4% | +3.5% | -2.7% |
| 6M | +5.1% | +18.3% | -13.3% | +0.7% |
| YTD | +33.3% | +7.6% | +25.7% | +29.8% |
| 1Y | +39.8% | +17.4% | +22.4% | +33.6% |
| 3Y | +161.1% | +108.4% | +52.7% | +108.1% |
| All | +200.2% | -11.5% | +211.6% | +168.8% |
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