+1,642.9%
ED vs WAB
+4,408.2%
-2,765.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | +3.1% | -4.0% | -1.3% |
| 30D | +11.2% | +6.4% | +4.7% | +10.4% |
| 3M | +11.8% | +2.2% | +9.6% | +11.4% |
| 6M | +14.1% | +13.7% | +0.4% | +12.3% |
| YTD | +23.0% | +43.0% | -20.0% | +18.0% |
| 1Y | +23.7% | +47.0% | -23.3% | +18.3% |
| 3Y | +47.7% | +174.4% | -126.6% | +31.3% |
| 5Y | +82.6% | +222.2% | -139.6% | +58.6% |
| 10Y | +141.8% | +276.9% | -135.1% | +99.6% |
| All | +1,642.9% | +4,408.2% | -2,765.3% | +993.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling