+152.6%
WAT vs ED
+104.2%
+48.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -0.7% | +0.5% | -1.3% | -0.9% |
| 30D | -1.0% | +1.1% | -2.1% | -1.3% |
| 3M | +10.9% | +4.6% | +6.2% | +9.3% |
| 6M | +33.2% | -2.0% | +35.1% | +33.5% |
| YTD | +6.1% | +11.7% | -5.6% | +2.1% |
| 1Y | +30.2% | +15.7% | +14.5% | +23.7% |
| 3Y | +52.9% | +34.4% | +18.5% | +36.3% |
| 5Y | -5.1% | +67.3% | -72.4% | -21.8% |
| 10Y | +152.6% | +104.0% | +48.6% | +102.6% |
| All | +152.6% | +104.2% | +48.4% | +102.6% |
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