+712.3%
WDC vs ED
+44.5%
+667.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -3.4% |
| 7D | -28.0% | +1.6% | -29.6% | -26.7% |
| 30D | -34.9% | +13.3% | -48.2% | -27.8% |
| 3M | -41.6% | +9.7% | -51.3% | -36.6% |
| 6M | -45.4% | +12.8% | -58.2% | -38.8% |
| YTD | +53.3% | +22.3% | +31.0% | +79.9% |
| 1Y | +61.5% | +26.3% | +35.2% | +93.5% |
| 3Y | +712.3% | +45.0% | +667.3% | +919.1% |
| All | +712.3% | +44.5% | +667.8% | +919.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling