+46.4%
WAB vs COMP
+7.7%
+38.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.5% |
| 3M | +0.1% | -23.5% | +23.6% | +2.1% |
| 6M | +12.8% | +25.7% | -13.0% | +8.4% |
| YTD | +40.1% | -3.4% | +43.5% | +32.1% |
| 1Y | +46.4% | +7.6% | +38.8% | +38.2% |
| All | +46.4% | +7.7% | +38.7% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling