+6.2%
DT vs WAB
+47.8%
-41.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.3% |
| 7D | -0.5% | +0.2% | -0.8% | -0.5% |
| 30D | +0.1% | -4.6% | +4.6% | -1.1% |
| 3M | +24.1% | +5.6% | +18.5% | +25.9% |
| 6M | +30.1% | +13.8% | +16.3% | +32.3% |
| YTD | +16.8% | +31.9% | -15.1% | +14.4% |
| All | +6.2% | +47.8% | -41.6% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling