+2,207.4%
ED vs WSM
+34,755.7%
-32,548.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | -0.2% | -3.3% | +3.1% | 0.0% |
| 30D | -0.1% | -8.4% | +8.2% | +0.3% |
| 3M | +3.9% | +9.7% | -5.7% | +3.4% |
| 6M | -3.0% | +16.7% | -19.7% | -3.9% |
| YTD | +10.7% | +28.7% | -18.0% | +9.0% |
| 1Y | +13.3% | +13.7% | -0.3% | +12.3% |
| 3Y | +34.5% | +230.1% | -195.6% | +24.1% |
| 5Y | +67.1% | +179.0% | -111.8% | +53.9% |
| 10Y | +103.0% | +1,002.5% | -899.5% | +69.2% |
| All | +2,207.4% | +34,755.7% | -32,548.3% | +1,347.2% |
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