+296.1%
WAB vs COMP
-53.0%
+349.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +2.5% |
| 7D | +4.0% | +7.2% | -3.2% | +3.3% |
| 30D | +6.3% | +6.4% | -0.1% | +5.5% |
| 3M | +3.3% | -19.4% | +22.7% | +4.9% |
| 6M | +14.5% | +14.6% | -0.1% | +11.9% |
| YTD | +42.7% | -5.5% | +48.2% | +40.6% |
| 1Y | +45.2% | +13.7% | +31.5% | +40.4% |
| 3Y | +173.8% | +409.7% | -235.9% | +122.6% |
| 5Y | +223.8% | -17.0% | +240.8% | +189.1% |
| All | +296.1% | -53.0% | +349.1% | +265.6% |
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