+234.8%
WAT vs ED
+132.0%
+102.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +9.9% | +11.6% | -1.7% | +6.5% |
| 3M | +17.2% | +10.5% | +6.6% | +13.7% |
| 6M | +34.2% | +13.2% | +21.0% | +29.2% |
| YTD | +25.5% | +22.1% | +3.4% | +17.6% |
| 1Y | +28.3% | +24.2% | +4.1% | +19.5% |
| 3Y | +88.4% | +46.9% | +41.4% | +63.6% |
| 5Y | +36.1% | +80.8% | -44.7% | +9.8% |
| 10Y | +234.8% | +134.3% | +100.6% | +159.9% |
| All | +234.8% | +132.0% | +102.8% | +159.9% |
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