+46.9%
ED vs WU
-21.7%
+68.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -0.1% | +9.1% | -9.1% | -0.8% |
| 30D | +11.6% | +12.1% | -0.5% | +10.5% |
| 3M | +10.5% | +0.3% | +10.2% | +10.3% |
| 6M | +13.2% | -19.1% | +32.4% | +14.6% |
| YTD | +22.1% | -19.2% | +41.4% | +23.3% |
| 1Y | +24.2% | -15.3% | +39.4% | +24.7% |
| 3Y | +46.9% | -21.3% | +68.2% | +47.7% |
| All | +46.9% | -21.7% | +68.6% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling