+6.2%
DT vs WAB
+168.6%
-162.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -4.9% | +1.7% | -6.5% | -5.2% |
| 30D | +2.7% | -2.4% | +5.1% | +3.2% |
| 3M | +20.0% | +9.7% | +10.3% | +16.0% |
| 6M | +28.0% | +16.5% | +11.5% | +19.9% |
| YTD | +16.0% | +33.7% | -17.7% | +1.3% |
| 1Y | +0.7% | +49.7% | -49.0% | -17.1% |
| 3Y | +6.2% | +170.9% | -164.7% | -31.3% |
| All | +6.2% | +168.6% | -162.4% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling