+1,330.5%
WDC vs ED
+35.7%
+1,294.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +5.0% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -10.0% | -0.1% | -9.8% | -10.0% |
| 3M | -18.8% | +3.9% | -22.7% | -16.1% |
| 6M | +79.0% | -3.0% | +82.1% | +78.9% |
| YTD | +171.6% | +10.7% | +160.9% | +190.2% |
| 1Y | +417.4% | +13.3% | +404.0% | +462.5% |
| All | +1,330.5% | +35.7% | +1,294.8% | +1,505.1% |
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