+99.4%
DE vs WAB
+220.1%
-120.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +9.7% | -5.9% | +15.6% | +13.3% |
| 3M | +21.4% | +9.4% | +12.0% | +15.1% |
| 6M | +15.0% | +13.8% | +1.2% | +6.8% |
| YTD | +46.4% | +31.8% | +14.7% | +26.1% |
| 1Y | +45.6% | +48.5% | -2.9% | +17.1% |
| 3Y | +76.8% | +167.0% | -90.2% | -2.2% |
| 5Y | +99.4% | +222.3% | -122.9% | -5.2% |
| All | +99.4% | +220.1% | -120.7% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling