+67.3%
ED vs WAB
+231.1%
-163.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.9% |
| 7D | +0.5% | +1.7% | -1.1% | +0.4% |
| 30D | +1.1% | -2.4% | +3.5% | +1.3% |
| 3M | +4.6% | +9.7% | -5.0% | +3.6% |
| 6M | -2.0% | +16.5% | -18.5% | -3.5% |
| YTD | +11.7% | +33.7% | -22.0% | +8.4% |
| 1Y | +15.7% | +49.7% | -33.9% | +10.9% |
| 3Y | +34.4% | +170.9% | -136.6% | +14.3% |
| 5Y | +67.3% | +228.0% | -160.7% | +37.0% |
| All | +67.3% | +231.1% | -163.7% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling