-45.4%
TE vs WAB
+224.0%
-269.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -1.7% |
| 7D | +15.0% | +0.2% | +14.8% | +14.8% |
| 30D | -7.5% | -4.6% | -3.0% | -3.4% |
| 3M | -42.0% | +5.6% | -47.6% | -45.0% |
| 6M | -31.4% | +13.8% | -45.2% | -40.3% |
| YTD | -26.5% | +31.9% | -58.4% | -45.0% |
| 1Y | +153.1% | +48.3% | +104.8% | +69.5% |
| 3Y | -20.7% | +167.1% | -187.8% | -68.3% |
| 5Y | -45.4% | +222.9% | -268.3% | -81.0% |
| All | -45.4% | +224.0% | -269.4% | -81.0% |
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