-25.8%
TE vs WAB
+46.5%
-72.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.2% |
| 7D | +3.8% | +4.5% | -0.7% | +1.2% |
| 30D | -26.2% | +1.1% | -27.3% | -26.7% |
| 3M | -49.7% | -1.3% | -48.5% | -49.5% |
| 6M | -46.5% | +12.7% | -59.2% | -49.8% |
| YTD | -59.1% | +38.7% | -97.8% | -68.2% |
| 1Y | -25.8% | +44.9% | -70.8% | -46.6% |
| All | -25.8% | +46.5% | -72.4% | -46.6% |
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