+4.2%
WBD vs ED
+66.4%
-62.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +3.9% | +1.9% | +1.9% | +3.4% |
| 3M | +5.1% | +1.9% | +3.2% | +4.5% |
| 6M | +0.6% | -2.3% | +2.8% | +1.0% |
| YTD | -3.2% | +10.9% | -14.0% | -6.3% |
| 1Y | +127.7% | +14.5% | +113.1% | +117.7% |
| 3Y | +146.6% | +33.4% | +113.2% | +111.9% |
| 5Y | +4.2% | +67.3% | -63.1% | -22.7% |
| All | +4.2% | +66.4% | -62.2% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling