+642.9%
WDC vs ED
+147.1%
+495.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.1% |
| 7D | +12.1% | +2.1% | +10.0% | +12.0% |
| 30D | -18.8% | +10.4% | -29.2% | -19.4% |
| 3M | -39.3% | +12.5% | -51.9% | -39.8% |
| 6M | -40.1% | +14.9% | -55.0% | -41.0% |
| YTD | +71.8% | +24.8% | +47.0% | +66.8% |
| 1Y | +88.5% | +23.8% | +64.6% | +83.1% |
| 3Y | +770.0% | +51.6% | +718.3% | +687.7% |
| 5Y | +549.0% | +86.4% | +462.6% | +445.9% |
| All | +642.9% | +147.1% | +495.8% | +518.4% |
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