-13.9%
DT vs WAB
+175.0%
-188.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -7.5% | +4.0% | -11.5% | -8.3% |
| 30D | -31.5% | +6.3% | -37.8% | -32.4% |
| 3M | -14.0% | +3.3% | -17.3% | -14.7% |
| 6M | +6.9% | +14.5% | -7.6% | +2.6% |
| YTD | +0.3% | +42.7% | -42.3% | -13.8% |
| 1Y | -6.9% | +45.2% | -52.1% | -20.9% |
| 3Y | -13.9% | +173.8% | -187.7% | -51.1% |
| All | -13.9% | +175.0% | -188.9% | -51.1% |
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