+22.9%
ED vs WCN
+14.9%
+8.0%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +11.2% | +25.3% | -14.1% | +5.4% |
| 3M | +11.8% | +15.4% | -3.7% | +7.8% |
| 6M | +14.1% | +27.8% | -13.8% | +8.3% |
| YTD | +23.0% | +10.6% | +12.4% | +18.3% |
| All | +22.9% | +14.9% | +8.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling