+285.3%
WAB vs COO
+40.7%
+244.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.2% |
| 7D | +4.0% | +4.3% | -0.3% | +2.3% |
| 30D | +4.5% | +17.6% | -13.1% | -2.1% |
| 3M | +2.3% | -13.9% | +16.2% | +7.4% |
| 6M | +12.5% | +6.6% | +5.9% | +7.5% |
| YTD | +40.2% | -22.0% | +62.2% | +52.3% |
| 1Y | +45.2% | -8.8% | +54.0% | +47.8% |
| 3Y | +171.8% | -21.5% | +193.3% | +181.1% |
| 5Y | +217.6% | -41.0% | +258.6% | +266.9% |
| 10Y | +285.3% | +40.9% | +244.4% | +238.9% |
| All | +285.3% | +40.7% | +244.6% | +238.9% |
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