+105.0%
ED vs WPM
+545.0%
-440.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.4% |
| 7D | -1.9% | -3.6% | +1.7% | -1.6% |
| 30D | +0.1% | +12.5% | -12.4% | -1.1% |
| 3M | 0.0% | +40.6% | -40.6% | -3.3% |
| 6M | -2.5% | +0.5% | -3.1% | -3.0% |
| YTD | +10.1% | +29.0% | -18.9% | +6.3% |
| 1Y | +13.6% | +43.8% | -30.2% | +8.0% |
| 3Y | +32.4% | +266.3% | -233.8% | +12.6% |
| 5Y | +69.9% | +255.1% | -185.3% | +43.3% |
| All | +105.0% | +545.0% | -440.0% | +62.6% |
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