+288.2%
WAB vs WCC
+518.6%
-230.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +1.2% |
| 7D | -0.2% | +1.7% | -1.9% | -0.9% |
| 30D | -5.9% | -6.1% | +0.2% | -3.7% |
| 3M | +9.4% | +3.1% | +6.3% | +7.0% |
| 6M | +13.8% | +28.2% | -14.4% | +1.1% |
| YTD | +31.8% | +41.1% | -9.3% | +11.9% |
| 1Y | +48.5% | +61.3% | -12.8% | +18.6% |
| 3Y | +167.0% | +123.6% | +43.3% | +71.1% |
| 5Y | +222.3% | +214.8% | +7.5% | +63.4% |
| All | +288.2% | +518.6% | -230.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling