+146.4%
ED vs WWD
+439.4%
-293.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +2.1% | +4.0% | -1.9% | +1.6% |
| 30D | +10.4% | +0.4% | +10.0% | +10.2% |
| 3M | +12.5% | -7.9% | +20.5% | +13.3% |
| 6M | +14.9% | -10.6% | +25.5% | +15.7% |
| YTD | +24.8% | +9.4% | +15.4% | +22.3% |
| 1Y | +23.8% | +25.7% | -1.9% | +19.1% |
| 3Y | +51.6% | +148.5% | -96.9% | +30.9% |
| 5Y | +86.4% | +189.5% | -103.1% | +54.9% |
| All | +146.4% | +439.4% | -293.0% | +87.7% |
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