+25.4%
ED vs WAB
+47.8%
-22.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | +2.1% | +4.0% | -1.9% | +2.2% |
| 30D | +12.4% | +6.3% | +6.1% | +12.5% |
| 3M | +13.1% | +3.3% | +9.9% | +13.3% |
| 6M | +14.1% | +14.5% | -0.4% | +13.9% |
| YTD | +23.1% | +42.7% | -19.6% | +26.7% |
| 1Y | +25.4% | +45.2% | -19.8% | +29.6% |
| All | +25.4% | +47.8% | -22.3% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling