+12,001.8%
WAT vs ED
+1,595.4%
+10,406.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.7% |
| 7D | -1.1% | +1.6% | -2.8% | -1.6% |
| 30D | +5.0% | +13.3% | -8.3% | +1.1% |
| 3M | +14.5% | +9.7% | +4.8% | +11.2% |
| 6M | +30.9% | +12.8% | +18.1% | +26.0% |
| YTD | +20.5% | +22.3% | -1.8% | +12.9% |
| 1Y | +23.3% | +26.3% | -3.0% | +14.3% |
| 3Y | +81.5% | +45.0% | +36.5% | +59.5% |
| 5Y | +33.4% | +80.2% | -46.8% | +9.2% |
| 10Y | +231.5% | +129.9% | +101.6% | +146.5% |
| All | +12,001.8% | +1,595.4% | +10,406.4% | +6,041.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling