+141.3%
ED vs WU
-35.7%
+176.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +2.1% | +11.0% | -8.9% | 0.0% |
| 30D | +12.4% | +13.4% | -1.0% | +9.7% |
| 3M | +13.1% | +2.2% | +10.9% | +12.4% |
| 6M | +14.1% | -18.2% | +32.3% | +17.6% |
| YTD | +23.1% | -18.3% | +41.3% | +26.4% |
| 1Y | +25.4% | -12.2% | +37.6% | +26.7% |
| 3Y | +47.9% | -20.8% | +68.7% | +50.6% |
| 5Y | +81.9% | -42.6% | +124.4% | +97.6% |
| 10Y | +141.3% | -35.5% | +176.7% | +162.2% |
| All | +141.3% | -35.7% | +176.9% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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