+45.0%
ED vs WAB
+157.8%
-112.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.3% |
| 7D | +1.6% | +1.4% | +0.2% | +1.7% |
| 30D | +13.3% | +0.4% | +12.9% | +13.3% |
| 3M | +9.7% | -3.8% | +13.6% | +9.7% |
| 6M | +12.8% | +5.1% | +7.7% | +12.7% |
| YTD | +22.3% | +33.3% | -11.0% | +22.9% |
| 1Y | +26.3% | +39.8% | -13.5% | +27.0% |
| 3Y | +45.0% | +161.1% | -116.0% | +22.9% |
| All | +45.0% | +157.8% | -112.8% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling