+47.0%
WAB vs COMP
+16.3%
+30.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | 0.0% |
| 7D | +3.1% | +2.2% | +0.9% | +2.8% |
| 30D | +6.4% | +16.3% | -9.9% | +4.9% |
| 3M | +2.2% | -19.1% | +21.3% | +3.7% |
| 6M | +13.7% | +17.1% | -3.4% | +10.1% |
| YTD | +43.0% | -2.9% | +45.9% | +34.6% |
| 1Y | +47.0% | +8.8% | +38.2% | +38.5% |
| All | +47.0% | +16.3% | +30.6% | +38.5% |
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