+4,103.0%
WAB vs COO
+8,993.5%
-4,890.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.3% |
| 7D | +1.4% | +4.7% | -3.3% | +0.2% |
| 30D | +0.4% | +13.9% | -13.5% | -3.1% |
| 3M | -3.8% | -14.9% | +11.1% | -0.4% |
| 6M | +5.1% | +2.0% | +3.1% | +3.4% |
| YTD | +33.3% | -23.9% | +57.2% | +41.6% |
| 1Y | +39.8% | -9.6% | +49.4% | +41.9% |
| 3Y | +161.1% | -25.4% | +186.5% | +172.8% |
| 5Y | +209.5% | -41.2% | +250.6% | +240.3% |
| 10Y | +293.8% | +42.1% | +251.8% | +248.6% |
| All | +4,103.0% | +8,993.5% | -4,890.5% | +1,625.4% |
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 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