+4,092.2%
WAB vs M
+248.5%
+3,843.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | 0.0% |
| 7D | -3.2% | +4.7% | -7.9% | -4.5% |
| 30D | -4.4% | -9.6% | +5.2% | -1.7% |
| 3M | +7.9% | +0.9% | +7.0% | +7.0% |
| 6M | +8.7% | +22.3% | -13.6% | +1.6% |
| YTD | +33.0% | +6.5% | +26.5% | +28.7% |
| 1Y | +46.7% | +38.8% | +7.9% | +30.8% |
| 3Y | +153.0% | +115.9% | +37.1% | +83.9% |
| 5Y | +222.3% | +28.6% | +193.6% | +148.9% |
| 10Y | +291.0% | -2.5% | +293.5% | +162.5% |
| All | +4,092.2% | +248.5% | +3,843.7% | +1,202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling