+70.3%
ED vs WWD
+198.3%
-127.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.2% |
| 30D | -0.1% | -7.2% | +7.0% | +0.1% |
| 3M | +3.9% | -3.8% | +7.8% | +3.9% |
| 6M | -3.0% | -9.9% | +6.9% | -2.8% |
| YTD | +10.7% | +14.8% | -4.1% | +9.3% |
| 1Y | +13.3% | +42.1% | -28.7% | +10.3% |
| 3Y | +34.5% | +170.8% | -136.3% | +20.0% |
| All | +70.3% | +198.3% | -127.9% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling