-28.4%
DT vs WAB
+224.0%
-252.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -0.5% | +0.2% | -0.8% | -0.7% |
| 30D | +0.1% | -4.6% | +4.6% | +2.0% |
| 3M | +24.1% | +5.6% | +18.5% | +19.1% |
| 6M | +30.1% | +13.8% | +16.3% | +18.3% |
| YTD | +16.8% | +31.9% | -15.1% | -3.6% |
| 1Y | -0.1% | +48.3% | -48.4% | -23.7% |
| 3Y | +6.8% | +167.1% | -160.3% | -47.4% |
| 5Y | -28.4% | +222.9% | -251.2% | -70.0% |
| All | -28.4% | +224.0% | -252.3% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling