+4,115.8%
WAB vs DTE
+2,088.3%
+2,027.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +1.7% | +0.9% | +0.8% | +1.2% |
| 30D | -2.4% | -1.9% | -0.6% | -1.6% |
| 3M | +9.7% | -3.3% | +13.0% | +11.4% |
| 6M | +16.5% | -7.1% | +23.6% | +20.6% |
| YTD | +33.7% | +8.1% | +25.6% | +28.2% |
| 1Y | +49.7% | +5.3% | +44.4% | +45.2% |
| 3Y | +170.9% | +48.2% | +122.8% | +118.1% |
| 5Y | +228.0% | +33.2% | +194.8% | +175.7% |
| 10Y | +284.8% | +137.5% | +147.3% | +137.5% |
| All | +4,115.8% | +2,088.3% | +2,027.5% | +1,023.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling