+104.5%
ED vs WSM
+1,071.8%
-967.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -0.4% | -7.7% | +7.3% | -0.2% |
| 3M | +0.5% | +3.8% | -3.3% | +0.3% |
| 6M | -3.1% | +22.7% | -25.8% | -3.8% |
| YTD | +9.8% | +28.0% | -18.2% | +8.8% |
| 1Y | +12.6% | +12.7% | -0.1% | +12.0% |
| 3Y | +31.4% | +231.3% | -199.9% | +22.6% |
| 5Y | +69.4% | +177.2% | -107.8% | +58.2% |
| All | +104.5% | +1,071.8% | -967.3% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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