+263.5%
WAB vs COMP
-56.6%
+320.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.2% | +2.6% | -4.8% |
| 7D | -2.5% | -1.8% | -0.7% | -2.3% |
| 30D | -4.4% | -0.8% | -3.6% | -4.4% |
| 3M | -5.9% | -28.1% | +22.2% | -3.3% |
| 6M | +5.9% | +27.0% | -21.1% | +2.4% |
| YTD | +30.9% | -12.8% | +43.7% | +30.1% |
| 1Y | +35.8% | +4.9% | +30.9% | +32.4% |
| 3Y | +154.0% | +321.0% | -167.0% | +110.3% |
| 5Y | +203.9% | -25.6% | +229.5% | +174.0% |
| All | +263.5% | -56.6% | +320.1% | +238.2% |
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 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