+14.5%
ED vs WPM
+47.7%
-33.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -0.2% | +3.9% | -4.0% | 0.0% |
| 30D | +1.9% | +17.7% | -15.7% | +2.5% |
| 3M | +1.9% | +39.4% | -37.6% | +3.0% |
| 6M | -2.3% | +6.4% | -8.7% | -1.4% |
| YTD | +10.9% | +34.0% | -23.1% | +12.2% |
| 1Y | +14.5% | +50.5% | -36.0% | +15.6% |
| All | +14.5% | +47.7% | -33.2% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling