+1,848.6%
ED vs WWD
+14,113.5%
-12,264.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -2.7% |
| 7D | +1.6% | +4.2% | -2.5% | +1.1% |
| 30D | +13.3% | -2.1% | +15.4% | +13.4% |
| 3M | +9.7% | -13.2% | +22.9% | +11.1% |
| 6M | +12.8% | -16.9% | +29.7% | +14.5% |
| YTD | +22.3% | +5.2% | +17.1% | +20.6% |
| 1Y | +26.3% | +20.6% | +5.7% | +22.5% |
| 3Y | +45.0% | +146.3% | -101.3% | +28.4% |
| 5Y | +80.2% | +171.3% | -91.1% | +56.3% |
| 10Y | +129.9% | +471.3% | -341.5% | +77.6% |
| All | +1,848.6% | +14,113.5% | -12,264.9% | +962.4% |
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