+8,650.4%
DE vs WAB
+4,115.8%
+4,534.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +0.7% | +1.7% | -1.0% | +0.1% |
| 30D | +9.6% | -2.4% | +12.1% | +10.6% |
| 3M | +19.0% | +9.7% | +9.3% | +14.7% |
| 6M | +16.1% | +16.5% | -0.5% | +9.5% |
| YTD | +47.0% | +33.7% | +13.3% | +31.9% |
| 1Y | +43.1% | +49.7% | -6.5% | +22.8% |
| 3Y | +77.5% | +170.9% | -93.4% | +20.7% |
| 5Y | +96.4% | +228.0% | -131.7% | +23.9% |
| 10Y | +852.9% | +284.8% | +568.1% | +442.7% |
| All | +8,650.4% | +4,115.8% | +4,534.6% | +2,511.3% |
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 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