+229.7%
WAT vs ED
+143.7%
+86.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +2.0% | -1.7% | +3.7% | +2.5% |
| 30D | +7.7% | +10.7% | -3.0% | +4.6% |
| 3M | +11.1% | +11.6% | -0.6% | +7.5% |
| 6M | +31.2% | +13.5% | +17.7% | +26.2% |
| YTD | +21.7% | +23.1% | -1.4% | +13.8% |
| 1Y | +19.3% | +23.1% | -3.8% | +11.5% |
| 3Y | +80.6% | +47.9% | +32.7% | +56.6% |
| 5Y | +29.5% | +83.9% | -54.4% | +3.9% |
| All | +229.7% | +143.7% | +86.0% | +154.4% |
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