+46.7%
WAB vs MDY
+17.9%
+28.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -4.4% | -1.5% | -3.0% | -2.8% |
| 3M | +7.9% | +0.8% | +7.1% | +7.0% |
| 6M | +8.7% | +7.4% | +1.3% | +0.3% |
| YTD | +33.0% | +15.2% | +17.8% | +13.6% |
| 1Y | +46.7% | +16.5% | +30.1% | +24.6% |
| All | +46.7% | +17.9% | +28.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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