+227.9%
WAB vs COO
-38.8%
+266.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -3.2% | -2.2% | -1.0% | -2.5% |
| 30D | -4.4% | -7.0% | +2.6% | -2.2% |
| 3M | +7.9% | +12.2% | -4.3% | +3.2% |
| 6M | +8.7% | -15.1% | +23.8% | +14.4% |
| YTD | +33.0% | -15.1% | +48.1% | +39.8% |
| 1Y | +46.7% | +2.3% | +44.3% | +44.3% |
| 3Y | +153.0% | -23.7% | +176.7% | +166.8% |
| All | +227.9% | -38.8% | +266.6% | +263.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling