+49.4%
ED vs WY
-24.2%
+73.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -5.1% | +4.1% | +0.1% |
| 30D | +11.2% | +9.0% | +2.2% | +9.3% |
| 3M | +11.8% | -16.7% | +28.5% | +15.5% |
| 6M | +14.1% | -10.3% | +24.3% | +16.0% |
| YTD | +23.0% | -10.5% | +33.5% | +24.8% |
| 1Y | +23.7% | -5.9% | +29.5% | +24.2% |
| All | +49.4% | -24.2% | +73.6% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling