-53.2%
TE vs WAB
+273.2%
-326.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | -4.0% | -3.2% | -0.8% | -2.4% |
| 30D | -15.9% | -4.4% | -11.5% | -14.1% |
| 3M | -60.5% | +7.9% | -68.4% | -61.9% |
| 6M | -35.2% | +8.7% | -43.9% | -38.0% |
| YTD | -31.1% | +33.0% | -64.1% | -40.3% |
| 1Y | +148.6% | +46.7% | +102.0% | +106.5% |
| 3Y | -26.4% | +153.0% | -179.4% | -48.8% |
| 5Y | -48.0% | +222.3% | -270.3% | -65.8% |
| All | -53.2% | +273.2% | -326.3% | -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 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