+11.4%
WBD vs ED
+108.5%
-97.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.7% | -0.8% | 0.0% | -0.5% |
| 30D | +1.4% | -0.4% | +1.8% | +1.5% |
| 3M | +4.4% | +0.5% | +3.9% | +4.2% |
| 6M | +0.8% | -3.1% | +4.0% | +1.4% |
| YTD | -2.7% | +9.8% | -12.5% | -5.6% |
| 1Y | +73.4% | +12.6% | +60.8% | +66.6% |
| 3Y | +142.1% | +31.4% | +110.7% | +117.5% |
| 5Y | +7.2% | +69.4% | -62.2% | -11.1% |
| All | +11.4% | +108.5% | -97.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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