+222.3%
WAB vs DTE
+31.2%
+191.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -0.2% | -2.0% | +1.8% | +0.6% |
| 30D | -5.9% | -2.4% | -3.5% | -5.0% |
| 3M | +9.4% | -7.3% | +16.7% | +12.7% |
| 6M | +13.8% | -7.6% | +21.5% | +17.4% |
| YTD | +31.8% | +5.8% | +26.0% | +28.5% |
| 1Y | +48.5% | +2.3% | +46.2% | +46.7% |
| 3Y | +167.0% | +45.0% | +121.9% | +124.1% |
| 5Y | +222.3% | +33.2% | +189.1% | +181.4% |
| All | +222.3% | +31.2% | +191.1% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling