+1,663.4%
ED vs WWD
+15,408.5%
-13,745.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | -0.1% | -7.2% | +7.0% | +0.6% |
| 3M | +3.9% | -3.8% | +7.8% | +4.1% |
| 6M | -3.0% | -9.9% | +6.9% | -2.5% |
| YTD | +10.7% | +14.8% | -4.1% | +8.3% |
| 1Y | +13.3% | +42.1% | -28.7% | +8.1% |
| 3Y | +34.5% | +170.8% | -136.3% | +18.1% |
| 5Y | +67.1% | +197.5% | -130.4% | +43.8% |
| 10Y | +103.0% | +477.8% | -374.8% | +57.0% |
| All | +1,663.4% | +15,408.5% | -13,745.1% | +854.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling