+67.3%
ED vs WPM
+261.1%
-193.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.5% | +7.0% | -6.5% | -0.1% |
| 30D | +1.1% | +15.7% | -14.6% | -0.4% |
| 3M | +4.6% | +35.2% | -30.6% | +1.4% |
| 6M | -2.0% | +6.1% | -8.1% | -2.8% |
| YTD | +11.7% | +32.6% | -20.9% | +6.8% |
| 1Y | +15.7% | +46.9% | -31.2% | +8.6% |
| 3Y | +34.4% | +276.3% | -241.9% | +5.8% |
| 5Y | +67.3% | +260.0% | -192.7% | +31.7% |
| All | +67.3% | +261.1% | -193.8% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling