+219.0%
WAB vs MLM
+25.7%
+193.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +5.1% | -0.9% | +5.9% | +5.6% |
| 30D | +4.0% | +9.0% | -5.0% | -1.0% |
| 3M | +0.1% | -5.6% | +5.7% | +3.0% |
| 6M | +12.8% | -10.7% | +23.5% | +18.9% |
| YTD | +40.1% | -17.2% | +57.2% | +52.9% |
| 1Y | +46.4% | -14.2% | +60.6% | +56.6% |
| 3Y | +167.4% | +15.6% | +151.8% | +135.9% |
| All | +219.0% | +25.7% | +193.3% | +154.7% |
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