+67.3%
ED vs WU
-51.1%
+118.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | +0.5% | -0.8% | +1.4% | +0.6% |
| 30D | +1.1% | -1.1% | +2.2% | +1.2% |
| 3M | +4.6% | -1.8% | +6.5% | +4.5% |
| 6M | -2.0% | -23.9% | +22.0% | +0.6% |
| YTD | +11.7% | -20.4% | +32.1% | +13.9% |
| 1Y | +15.7% | -10.6% | +26.3% | +15.9% |
| 3Y | +34.4% | -27.7% | +62.1% | +37.9% |
| 5Y | +67.3% | -51.1% | +118.4% | +74.9% |
| All | +67.3% | -51.1% | +118.4% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling