+23.8%
ED vs WWD
+21.4%
+2.5%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.3% |
| 7D | +2.1% | +4.0% | -1.9% | +2.3% |
| 30D | +10.4% | +0.4% | +10.0% | +10.5% |
| 3M | +12.5% | -7.9% | +20.5% | +12.4% |
| 6M | +14.9% | -10.6% | +25.5% | +14.6% |
| YTD | +24.8% | +9.4% | +15.4% | +24.9% |
| 1Y | +23.8% | +25.7% | -1.9% | +23.9% |
| All | +23.8% | +21.4% | +2.5% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling