+4,027.3%
WAB vs MLM
+3,718.9%
+308.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.2% | -0.4% | -3.2% |
| 7D | -2.5% | -1.2% | -1.3% | -1.9% |
| 30D | -4.4% | +7.9% | -12.3% | -7.9% |
| 3M | -5.9% | -4.5% | -1.5% | -4.2% |
| 6M | +5.9% | -12.6% | +18.6% | +12.0% |
| YTD | +30.9% | -14.9% | +45.8% | +39.5% |
| 1Y | +35.8% | -13.1% | +48.9% | +43.4% |
| 3Y | +154.0% | +21.2% | +132.8% | +127.6% |
| 5Y | +203.9% | +32.0% | +171.9% | +158.3% |
| 10Y | +286.7% | +195.3% | +91.4% | +117.3% |
| All | +4,027.3% | +3,718.9% | +308.4% | +845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling