+1,860.5%
ED vs WWD
+14,867.0%
-13,006.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +12.4% | -0.4% | +12.8% | +12.3% |
| 3M | +13.1% | -6.1% | +19.2% | +13.6% |
| 6M | +14.1% | -9.5% | +23.6% | +14.7% |
| YTD | +23.1% | +10.8% | +12.2% | +20.6% |
| 1Y | +25.4% | +23.5% | +1.9% | +21.4% |
| 3Y | +47.9% | +151.3% | -103.4% | +30.7% |
| 5Y | +81.9% | +187.8% | -106.0% | +56.8% |
| 10Y | +141.3% | +461.1% | -319.8% | +86.8% |
| All | +1,860.5% | +14,867.0% | -13,006.5% | +963.1% |
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