+284.8%
WAB vs COO
+43.7%
+241.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.7% |
| 7D | +1.7% | -2.3% | +4.0% | +2.6% |
| 30D | -2.4% | -8.8% | +6.4% | +1.1% |
| 3M | +9.7% | +1.3% | +8.3% | +8.5% |
| 6M | +16.5% | -11.6% | +28.1% | +21.6% |
| YTD | +33.7% | -17.4% | +51.1% | +43.4% |
| 1Y | +49.7% | -1.6% | +51.3% | +48.7% |
| 3Y | +170.9% | -22.6% | +193.6% | +185.6% |
| 5Y | +228.0% | -40.3% | +268.4% | +282.3% |
| 10Y | +284.8% | +45.2% | +239.6% | +233.4% |
| All | +284.8% | +43.7% | +241.1% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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