+288.9%
WAB vs COMP
-52.0%
+340.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +5.1% | 0.0% | +5.1% | +5.0% |
| 30D | +4.0% | +16.6% | -12.5% | +2.3% |
| 3M | +0.1% | -23.5% | +23.6% | +2.2% |
| 6M | +12.8% | +25.7% | -13.0% | +9.3% |
| YTD | +40.1% | -3.4% | +43.5% | +37.7% |
| 1Y | +46.4% | +7.6% | +38.8% | +42.3% |
| 3Y | +167.4% | +423.6% | -256.2% | +116.8% |
| 5Y | +215.0% | -10.6% | +225.6% | +180.0% |
| All | +288.9% | -52.0% | +340.8% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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