+30.8%
WAT vs ED
+80.7%
-49.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.5% |
| 7D | -1.1% | +1.6% | -2.8% | -1.5% |
| 30D | +5.0% | +13.3% | -8.3% | +2.2% |
| 3M | +14.5% | +9.7% | +4.8% | +12.1% |
| 6M | +30.9% | +12.8% | +18.1% | +27.3% |
| YTD | +20.5% | +22.3% | -1.8% | +14.2% |
| 1Y | +23.3% | +26.3% | -3.0% | +15.6% |
| 3Y | +81.5% | +45.0% | +36.5% | +57.9% |
| All | +30.8% | +80.7% | -49.9% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling