+270.1%
WAB vs COMP
-52.0%
+322.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.7% | -8.9% | +0.8% |
| 7D | +1.4% | +13.4% | -12.0% | +0.2% |
| 30D | +0.4% | +11.1% | -10.7% | -0.8% |
| 3M | -3.8% | -18.8% | +15.0% | -2.3% |
| 6M | +5.1% | +10.5% | -5.4% | +3.1% |
| YTD | +33.3% | -3.4% | +36.7% | +31.1% |
| 1Y | +39.8% | +19.7% | +20.1% | +34.6% |
| 3Y | +161.1% | +381.6% | -220.6% | +113.3% |
| 5Y | +209.5% | -17.6% | +227.0% | +176.3% |
| All | +270.1% | -52.0% | +322.1% | +241.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling