+110.7%
ED vs WWD
+479.8%
-369.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | +1.9% | -5.1% | +7.0% | +2.5% |
| 3M | +1.9% | -11.2% | +13.1% | +2.9% |
| 6M | -2.3% | -12.0% | +9.8% | -1.4% |
| YTD | +10.9% | +12.0% | -1.1% | +8.5% |
| 1Y | +14.5% | +42.8% | -28.3% | +8.6% |
| 3Y | +33.4% | +168.9% | -135.6% | +14.2% |
| 5Y | +67.3% | +192.2% | -124.9% | +39.4% |
| 10Y | +110.7% | +495.3% | -384.6% | +59.6% |
| All | +110.7% | +479.8% | -369.1% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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