+25.4%
ED vs WU
-14.8%
+40.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +2.1% | +11.0% | -8.9% | +1.4% |
| 30D | +12.4% | +13.4% | -1.0% | +11.5% |
| 3M | +13.1% | +2.2% | +10.9% | +12.6% |
| 6M | +14.1% | -18.2% | +32.3% | +13.3% |
| YTD | +23.1% | -18.3% | +41.3% | +22.0% |
| 1Y | +25.4% | -12.2% | +37.6% | +23.2% |
| All | +25.4% | -14.8% | +40.2% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling