+222.3%
WAB vs MKTX
-60.5%
+282.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +0.1% | -0.2% | +0.4% | +0.1% |
| 30D | -4.1% | +0.7% | -4.8% | -4.1% |
| 3M | +8.2% | +40.8% | -32.6% | +4.7% |
| 6M | +15.4% | -8.0% | +23.4% | +16.7% |
| YTD | +33.1% | -8.7% | +41.9% | +34.7% |
| 1Y | +48.1% | -11.8% | +59.9% | +50.3% |
| 3Y | +167.7% | -24.0% | +191.8% | +170.0% |
| All | +222.3% | -60.5% | +282.8% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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