+516.0%
ED vs WPM
+5,535.3%
-5,019.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -0.5% |
| 7D | -0.1% | +20.8% | -20.9% | -1.3% |
| 30D | +11.6% | +3.8% | +7.8% | +11.2% |
| 3M | +10.5% | +7.4% | +3.1% | +9.7% |
| 6M | +13.2% | +4.0% | +9.3% | +12.4% |
| YTD | +22.1% | +23.0% | -0.9% | +19.3% |
| 1Y | +24.2% | +45.9% | -21.8% | +19.8% |
| 3Y | +46.9% | +242.9% | -196.0% | +32.7% |
| 5Y | +80.8% | +259.5% | -178.7% | +61.9% |
| 10Y | +134.3% | +577.7% | -443.5% | +97.6% |
| All | +516.0% | +5,535.3% | -5,019.3% | +303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling