+81.9%
ED vs WCN
+48.0%
+33.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +2.1% | +2.6% | -0.5% | +1.2% |
| 30D | +12.4% | +25.3% | -12.9% | +3.5% |
| 3M | +13.1% | +15.2% | -2.1% | +7.3% |
| 6M | +14.1% | +26.4% | -12.4% | +4.5% |
| YTD | +23.1% | +9.9% | +13.1% | +18.0% |
| 1Y | +25.4% | +16.2% | +9.3% | +17.6% |
| 3Y | +47.9% | +49.4% | -1.6% | +24.0% |
| 5Y | +81.9% | +46.2% | +35.7% | +52.4% |
| All | +81.9% | +48.0% | +33.9% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling