+69.9%
ED vs WSM
+171.2%
-101.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | +0.1% | -10.7% | +10.8% | +0.1% |
| 3M | 0.0% | +8.5% | -8.5% | 0.0% |
| 6M | -2.5% | +19.6% | -22.1% | -2.6% |
| YTD | +10.1% | +26.6% | -16.5% | +9.9% |
| 1Y | +13.6% | +12.0% | +1.6% | +13.5% |
| 3Y | +32.4% | +226.6% | -194.2% | +26.4% |
| 5Y | +69.9% | +174.1% | -104.3% | +63.3% |
| All | +69.9% | +171.2% | -101.3% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling