+4,092.2%
WAB vs COO
+10,047.8%
-5,955.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | -3.2% | -2.2% | -1.0% | -2.6% |
| 30D | -4.4% | -7.0% | +2.6% | -2.7% |
| 3M | +7.9% | +12.2% | -4.3% | +4.3% |
| 6M | +8.7% | -15.1% | +23.8% | +13.0% |
| YTD | +33.0% | -15.1% | +48.1% | +38.1% |
| 1Y | +46.7% | +2.3% | +44.3% | +44.8% |
| 3Y | +153.0% | -23.7% | +176.7% | +164.3% |
| 5Y | +222.3% | -38.9% | +261.2% | +253.0% |
| 10Y | +291.0% | +49.9% | +241.1% | +242.7% |
| All | +4,092.2% | +10,047.8% | -5,955.6% | +1,583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling