+16.6%
DE vs WAB
+10.6%
+5.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.4% |
| 7D | +0.3% | +5.1% | -4.8% | -2.0% |
| 30D | +3.6% | +4.0% | -0.4% | +1.5% |
| 3M | +10.2% | +0.1% | +10.2% | +10.5% |
| 6M | +16.6% | +12.8% | +3.8% | +8.3% |
| All | +16.6% | +10.6% | +5.9% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling