+223.8%
WAB vs MLM
+29.9%
+193.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +4.0% | -2.9% | +6.9% | +5.7% |
| 30D | +6.3% | +10.4% | -4.1% | +0.5% |
| 3M | +3.3% | -3.7% | +7.0% | +5.1% |
| 6M | +14.5% | -10.3% | +24.7% | +20.4% |
| YTD | +42.7% | -14.8% | +57.5% | +53.4% |
| 1Y | +45.2% | -13.9% | +59.1% | +55.1% |
| 3Y | +173.8% | +18.4% | +155.4% | +138.5% |
| 5Y | +223.8% | +31.8% | +192.0% | +150.0% |
| All | +223.8% | +29.9% | +193.8% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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