+261.5%
WAB vs MDY
+165.3%
+96.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +5.1% | +2.3% | +2.8% | +2.7% |
| 30D | +4.0% | +2.0% | +2.0% | +2.1% |
| 3M | +0.1% | -5.6% | +5.7% | +6.5% |
| 6M | +12.8% | +1.3% | +11.5% | +11.6% |
| YTD | +40.1% | +12.3% | +27.7% | +24.6% |
| 1Y | +46.4% | +15.8% | +30.6% | +26.3% |
| 3Y | +167.4% | +56.5% | +110.9% | +67.1% |
| 5Y | +215.0% | +35.1% | +179.9% | +129.2% |
| All | +261.5% | +165.3% | +96.2% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling