+231.8%
WAT vs ED
+136.7%
+95.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +3.4% | +2.1% | +1.3% | +2.8% |
| 30D | +9.6% | +12.4% | -2.8% | +6.0% |
| 3M | +15.5% | +13.1% | +2.4% | +11.4% |
| 6M | +33.9% | +14.1% | +19.8% | +28.6% |
| YTD | +25.2% | +23.1% | +2.1% | +17.1% |
| 1Y | +26.3% | +25.4% | +0.8% | +17.3% |
| 3Y | +85.8% | +47.9% | +38.0% | +61.1% |
| 5Y | +35.3% | +81.9% | -46.6% | +8.8% |
| 10Y | +231.8% | +141.3% | +90.5% | +155.2% |
| All | +231.8% | +136.7% | +95.1% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling