+292.2%
WAB vs MOH
+264.4%
+27.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.8% |
| 7D | +0.1% | +1.7% | -1.6% | -0.1% |
| 30D | -4.1% | -0.9% | -3.2% | -4.0% |
| 3M | +8.2% | +5.7% | +2.5% | +6.7% |
| 6M | +15.4% | +39.1% | -23.7% | +8.5% |
| YTD | +33.1% | +17.7% | +15.5% | +27.1% |
| 1Y | +48.1% | +8.4% | +39.7% | +42.3% |
| 3Y | +167.7% | -36.6% | +204.3% | +172.1% |
| 5Y | +225.7% | -19.1% | +244.8% | +210.5% |
| All | +292.2% | +264.4% | +27.9% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling