+305.6%
WM vs ED
+103.0%
+202.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -2.4% | -0.1% | -2.2% | -2.3% |
| 3M | +0.4% | +3.9% | -3.5% | -1.3% |
| 6M | -9.5% | -3.0% | -6.4% | -8.2% |
| YTD | +0.5% | +10.7% | -10.2% | -4.2% |
| 1Y | -1.1% | +13.3% | -14.4% | -6.8% |
| 3Y | +46.0% | +34.5% | +11.5% | +25.2% |
| 5Y | +51.8% | +67.1% | -15.3% | +16.1% |
| All | +305.6% | +103.0% | +202.7% | +189.7% |
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