+110.7%
ED vs WCC
+506.2%
-395.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -0.2% | +6.8% | -7.0% | -0.4% |
| 30D | +1.9% | -3.0% | +5.0% | +2.0% |
| 3M | +1.9% | +0.2% | +1.6% | +1.7% |
| 6M | -2.3% | +33.2% | -35.4% | -3.5% |
| YTD | +10.9% | +45.8% | -34.9% | +9.0% |
| 1Y | +14.5% | +68.4% | -53.9% | +11.7% |
| 3Y | +33.4% | +131.1% | -97.7% | +26.3% |
| 5Y | +67.3% | +225.6% | -158.3% | +53.3% |
| 10Y | +110.7% | +534.2% | -423.5% | +76.2% |
| All | +110.7% | +506.2% | -395.5% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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