+851.5%
DE vs WAB
+296.8%
+554.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +9.0% | -4.1% | +13.1% | +11.3% |
| 3M | +19.1% | +8.2% | +11.0% | +14.0% |
| 6M | +14.4% | +15.4% | -1.0% | +5.9% |
| YTD | +45.9% | +33.1% | +12.8% | +25.8% |
| 1Y | +43.6% | +48.1% | -4.5% | +16.7% |
| 3Y | +75.9% | +167.7% | -91.8% | +2.7% |
| 5Y | +98.8% | +225.7% | -127.0% | +3.5% |
| All | +851.5% | +296.8% | +554.7% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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