+141.3%
ED vs WAB
+288.7%
-147.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.6% |
| 7D | +2.1% | +4.0% | -1.9% | +1.6% |
| 30D | +12.4% | +6.3% | +6.1% | +11.6% |
| 3M | +13.1% | +3.3% | +9.9% | +12.6% |
| 6M | +14.1% | +14.5% | -0.4% | +12.1% |
| YTD | +23.1% | +42.7% | -19.6% | +17.8% |
| 1Y | +25.4% | +45.2% | -19.8% | +19.8% |
| 3Y | +47.9% | +173.8% | -125.9% | +28.8% |
| 5Y | +81.9% | +223.8% | -141.9% | +53.7% |
| 10Y | +141.3% | +280.5% | -139.2% | +83.8% |
| All | +141.3% | +288.7% | -147.5% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling