-53.1%
TE vs WAB
+273.7%
-326.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -5.9% | -4.1% | -1.8% | -4.0% |
| 3M | -45.6% | +8.2% | -53.7% | -47.6% |
| 6M | -43.4% | +15.4% | -58.8% | -47.3% |
| YTD | -31.0% | +33.1% | -64.1% | -40.2% |
| 1Y | +145.2% | +48.1% | +97.2% | +102.8% |
| 3Y | -24.1% | +167.7% | -191.8% | -48.1% |
| 5Y | -48.1% | +225.7% | -273.9% | -65.9% |
| All | -53.1% | +273.7% | -326.7% | -69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling