+142.7%
ED vs WCN
+318.3%
-175.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.3% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +11.2% | +25.3% | -14.1% | +0.8% |
| 3M | +11.8% | +15.4% | -3.7% | +4.9% |
| 6M | +14.1% | +27.8% | -13.8% | +2.3% |
| YTD | +23.0% | +10.6% | +12.4% | +16.6% |
| 1Y | +23.7% | +15.8% | +7.9% | +14.7% |
| 3Y | +47.7% | +50.3% | -2.5% | +20.2% |
| 5Y | +82.6% | +46.9% | +35.7% | +48.2% |
| All | +142.7% | +318.3% | -175.6% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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