+105.0%
ED vs WY
+7.2%
+97.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | -0.1% |
| 7D | -1.9% | -3.7% | +1.8% | -1.0% |
| 30D | +0.1% | -11.3% | +11.4% | +3.0% |
| 3M | 0.0% | -8.1% | +8.1% | +1.8% |
| 6M | -2.5% | -7.4% | +4.9% | -1.1% |
| YTD | +10.1% | -4.7% | +14.8% | +10.7% |
| 1Y | +13.6% | -9.2% | +22.8% | +15.4% |
| 3Y | +32.4% | -24.7% | +57.1% | +39.2% |
| 5Y | +69.9% | -21.6% | +91.4% | +73.9% |
| All | +105.0% | +7.2% | +97.7% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling