+2,809.3%
WAB vs MKTX
+1,445.1%
+1,364.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.2% | +0.3% | 0.0% | +0.2% |
| 30D | -4.6% | +1.0% | -5.5% | -4.8% |
| 3M | +5.6% | +40.8% | -35.2% | -5.0% |
| 6M | +13.8% | -10.9% | +24.7% | +15.3% |
| YTD | +31.9% | -8.6% | +40.4% | +32.4% |
| 1Y | +48.3% | -11.6% | +59.8% | +49.7% |
| 3Y | +167.1% | -24.5% | +191.7% | +170.7% |
| 5Y | +222.9% | -60.7% | +283.6% | +282.9% |
| 10Y | +289.9% | +5.1% | +284.8% | +210.7% |
| All | +2,809.3% | +1,445.1% | +1,364.2% | +638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling