+87.8%
DT vs WAB
+299.7%
-211.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +3.1% | +5.1% | -1.9% | +1.1% |
| 30D | -29.5% | +4.0% | -33.5% | -30.8% |
| 3M | -11.7% | +0.1% | -11.8% | -12.1% |
| 6M | +29.0% | +12.8% | +16.2% | +21.2% |
| YTD | +3.4% | +40.1% | -36.7% | -12.9% |
| 1Y | -4.2% | +46.4% | -50.6% | -21.0% |
| 3Y | -12.8% | +167.4% | -180.2% | -45.7% |
| 5Y | -39.6% | +215.0% | -254.6% | -65.1% |
| All | +87.8% | +299.7% | -211.8% | -3.3% |
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