-80.5%
TE vs WAB
+293.1%
-373.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.6% |
| 7D | -19.1% | +5.1% | -24.1% | -21.1% |
| 30D | -34.1% | +4.0% | -38.1% | -35.2% |
| 3M | -60.1% | +0.1% | -60.2% | -60.1% |
| 6M | -66.0% | +12.8% | -78.7% | -67.7% |
| YTD | -71.4% | +40.1% | -111.5% | -75.8% |
| 1Y | -45.3% | +46.4% | -91.6% | -54.6% |
| 3Y | +9.1% | +167.4% | -158.2% | -25.7% |
| 5Y | -82.6% | +215.0% | -297.6% | -88.8% |
| All | -80.5% | +293.1% | -373.7% | -87.7% |
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