+8,578.6%
DE vs WAB
+4,316.0%
+4,262.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | +0.3% | +5.1% | -4.8% | -1.6% |
| 30D | +3.6% | +4.0% | -0.4% | +1.8% |
| 3M | +10.2% | +0.1% | +10.2% | +9.9% |
| 6M | +16.6% | +12.8% | +3.8% | +11.0% |
| YTD | +45.8% | +40.1% | +5.7% | +28.3% |
| 1Y | +43.9% | +46.4% | -2.5% | +24.4% |
| 3Y | +89.6% | +167.4% | -77.8% | +29.3% |
| 5Y | +100.3% | +215.0% | -114.7% | +27.9% |
| 10Y | +760.8% | +269.2% | +491.6% | +395.6% |
| All | +8,578.6% | +4,316.0% | +4,262.6% | +2,438.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling