+47.9%
ED vs WCN
+48.9%
-1.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +2.1% | +2.6% | -0.5% | +1.3% |
| 30D | +12.4% | +25.3% | -12.9% | +4.5% |
| 3M | +13.1% | +15.2% | -2.1% | +8.0% |
| 6M | +14.1% | +26.4% | -12.4% | +5.7% |
| YTD | +23.1% | +9.9% | +13.1% | +18.7% |
| 1Y | +25.4% | +16.2% | +9.3% | +18.4% |
| 3Y | +47.9% | +49.4% | -1.6% | +25.5% |
| All | +47.9% | +48.9% | -1.0% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling