+292.2%
WAB vs DTE
+137.8%
+154.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | +0.1% | -2.6% | +2.7% | +1.5% |
| 30D | -4.1% | -4.4% | +0.3% | -1.8% |
| 3M | +8.2% | -8.3% | +16.5% | +13.1% |
| 6M | +15.4% | -8.1% | +23.5% | +20.3% |
| YTD | +33.1% | +4.4% | +28.7% | +29.5% |
| 1Y | +48.1% | +0.2% | +47.9% | +47.0% |
| 3Y | +167.7% | +42.6% | +125.1% | +114.8% |
| 5Y | +225.7% | +31.5% | +194.2% | +170.1% |
| All | +292.2% | +137.8% | +154.4% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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