+2,502.2%
ED vs WY
+612.4%
+1,889.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | +2.1% | -0.8% | +2.9% | +2.2% |
| 30D | +10.4% | +10.1% | +0.3% | +8.4% |
| 3M | +12.5% | -15.4% | +27.9% | +15.9% |
| 6M | +14.9% | -8.3% | +23.2% | +16.4% |
| YTD | +24.8% | -9.8% | +34.6% | +26.5% |
| 1Y | +23.8% | -3.9% | +27.7% | +24.0% |
| 3Y | +51.6% | -23.3% | +75.0% | +56.9% |
| 5Y | +86.4% | -31.2% | +117.6% | +94.9% |
| 10Y | +145.4% | +5.5% | +139.9% | +126.3% |
| All | +2,502.2% | +612.4% | +1,889.8% | +1,463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling