+1,309.1%
WDC vs ED
+105.2%
+1,203.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | +7.5% | -0.2% | +7.6% | +7.5% |
| 30D | +10.1% | +1.9% | +8.1% | +9.9% |
| 3M | -6.8% | +1.9% | -8.7% | -7.3% |
| 6M | +84.1% | -2.3% | +86.4% | +84.0% |
| YTD | +180.3% | +10.9% | +169.4% | +174.4% |
| 1Y | +411.1% | +14.5% | +396.6% | +396.0% |
| 3Y | +1,375.0% | +33.4% | +1,341.6% | +1,249.7% |
| 5Y | +991.6% | +67.3% | +924.3% | +823.4% |
| 10Y | +1,309.1% | +110.7% | +1,198.4% | +1,066.8% |
| All | +1,309.1% | +105.2% | +1,203.8% | +1,066.8% |
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