+2,466.7%
ED vs WY
+600.5%
+1,866.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.3% |
| 7D | -1.7% | -5.4% | +3.7% | -0.7% |
| 30D | +10.7% | +7.9% | +2.8% | +9.1% |
| 3M | +11.6% | -16.6% | +28.2% | +15.2% |
| 6M | +13.5% | -11.2% | +24.7% | +15.7% |
| YTD | +23.1% | -11.3% | +34.5% | +25.2% |
| 1Y | +23.1% | -5.5% | +28.6% | +23.6% |
| 3Y | +47.9% | -25.4% | +73.3% | +53.8% |
| 5Y | +83.9% | -32.4% | +116.2% | +92.8% |
| 10Y | +142.1% | +3.8% | +138.3% | +123.9% |
| All | +2,466.7% | +600.5% | +1,866.3% | +1,447.3% |
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