+1,633.7%
ED vs WAB
+4,103.0%
-2,469.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.6% |
| 7D | +1.6% | +1.4% | +0.2% | +1.5% |
| 30D | +13.3% | +0.4% | +12.9% | +13.2% |
| 3M | +9.7% | -3.8% | +13.6% | +10.0% |
| 6M | +12.8% | +5.1% | +7.7% | +11.9% |
| YTD | +22.3% | +33.3% | -11.0% | +18.3% |
| 1Y | +26.3% | +39.8% | -13.5% | +21.5% |
| 3Y | +45.0% | +161.1% | -116.0% | +29.5% |
| 5Y | +80.2% | +209.5% | -129.3% | +57.1% |
| 10Y | +129.9% | +293.8% | -164.0% | +88.9% |
| All | +1,633.7% | +4,103.0% | -2,469.4% | +995.9% |
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 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