+4,285.4%
WAB vs MOH
+1,330.6%
+2,954.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.7% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -5.9% | +3.0% | -8.8% | -6.5% |
| 3M | +9.4% | +1.2% | +8.2% | +8.4% |
| 6M | +13.8% | +41.7% | -27.9% | +4.7% |
| YTD | +31.8% | +15.4% | +16.4% | +24.5% |
| 1Y | +48.5% | +11.8% | +36.7% | +40.0% |
| 3Y | +167.0% | -37.5% | +204.5% | +172.3% |
| 5Y | +222.3% | -20.6% | +243.0% | +207.3% |
| 10Y | +289.6% | +255.8% | +33.8% | +146.2% |
| All | +4,285.4% | +1,330.6% | +2,954.9% | +1,691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling