+1,468.9%
ED vs WAB
+4,092.2%
-2,623.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | -0.2% | -3.2% | +3.0% | +0.1% |
| 30D | -0.1% | -4.4% | +4.3% | +0.3% |
| 3M | +3.9% | +7.9% | -3.9% | +3.0% |
| 6M | -3.0% | +8.7% | -11.7% | -4.1% |
| YTD | +10.7% | +33.0% | -22.3% | +7.2% |
| 1Y | +13.3% | +46.7% | -33.3% | +8.5% |
| 3Y | +34.5% | +153.0% | -118.5% | +20.6% |
| 5Y | +67.1% | +222.3% | -155.1% | +45.2% |
| 10Y | +103.0% | +291.0% | -187.9% | +67.1% |
| All | +1,468.9% | +4,092.2% | -2,623.4% | +892.9% |
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