+779.7%
ED vs WCC
+1,536.7%
-757.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +2.1% | -9.9% | +12.0% | +2.6% |
| 30D | +12.4% | -13.4% | +25.8% | +13.2% |
| 3M | +13.1% | -13.5% | +26.6% | +13.8% |
| 6M | +14.1% | -10.6% | +24.7% | +14.2% |
| YTD | +23.1% | +30.1% | -7.0% | +20.0% |
| 1Y | +25.4% | +22.3% | +3.1% | +22.7% |
| 3Y | +47.9% | +130.3% | -82.4% | +36.3% |
| 5Y | +81.9% | +144.5% | -62.6% | +64.5% |
| 10Y | +141.3% | +431.8% | -290.6% | +98.6% |
| All | +779.7% | +1,536.7% | -757.0% | +520.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling