+146.4%
ED vs WPM
+749.7%
-603.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +2.1% | -3.6% | +5.6% | +2.3% |
| 30D | +10.4% | +1.4% | +9.0% | +10.1% |
| 3M | +12.5% | -0.2% | +12.7% | +12.1% |
| 6M | +14.9% | -7.3% | +22.2% | +15.0% |
| YTD | +24.8% | +12.3% | +12.5% | +21.7% |
| 1Y | +23.8% | +24.9% | -1.1% | +19.3% |
| 3Y | +51.6% | +210.4% | -158.7% | +31.0% |
| 5Y | +86.4% | +210.4% | -123.9% | +59.3% |
| All | +146.4% | +749.7% | -603.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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