+928.6%
WDC vs ED
+67.1%
+861.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +5.5% |
| 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% | -17.9% |
| 6M | +79.0% | -3.0% | +82.1% | +79.1% |
| YTD | +171.6% | +10.7% | +160.9% | +176.5% |
| 1Y | +417.4% | +13.3% | +404.0% | +428.4% |
| 3Y | +1,251.8% | +34.5% | +1,217.3% | +1,234.7% |
| All | +928.6% | +67.1% | +861.5% | +902.9% |
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