+2,463.3%
ED vs WSM
+40,190.9%
-37,727.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -3.0% | +2.0% | -0.8% |
| 30D | +11.2% | +10.1% | +1.1% | +10.6% |
| 3M | +11.8% | +4.9% | +6.9% | +11.5% |
| 6M | +14.1% | +49.8% | -35.7% | +11.7% |
| YTD | +23.0% | +48.7% | -25.8% | +20.2% |
| 1Y | +23.7% | +38.7% | -15.1% | +21.3% |
| 3Y | +47.7% | +269.5% | -221.8% | +35.6% |
| 5Y | +82.6% | +179.0% | -96.4% | +68.4% |
| 10Y | +141.8% | +1,162.3% | -1,020.5% | +100.1% |
| All | +2,463.3% | +40,190.9% | -37,727.6% | +1,495.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling