+33.2%
WAT vs ED
+85.1%
-51.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +0.6% | +2.1% | -1.5% | +0.2% |
| 30D | +5.4% | +10.4% | -5.0% | +3.2% |
| 3M | +11.3% | +12.5% | -1.2% | +8.4% |
| 6M | +37.4% | +14.9% | +22.5% | +33.0% |
| YTD | +21.2% | +24.8% | -3.7% | +14.2% |
| 1Y | +21.3% | +23.8% | -2.5% | +14.5% |
| 3Y | +83.4% | +51.6% | +31.7% | +56.8% |
| All | +33.2% | +85.1% | -51.9% | -0.1% |
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