+19.3%
WAT vs ED
+24.2%
-4.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.8% |
| 7D | +2.0% | -1.7% | +3.7% | +1.6% |
| 30D | +7.7% | +10.7% | -3.0% | +10.3% |
| 3M | +11.1% | +11.6% | -0.6% | +14.1% |
| 6M | +31.2% | +13.5% | +17.7% | +36.0% |
| YTD | +21.7% | +23.1% | -1.4% | +29.6% |
| 1Y | +19.3% | +23.1% | -3.8% | +27.4% |
| All | +19.3% | +24.2% | -4.9% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling