+28,817.6%
WM vs ED
+2,498.3%
+26,319.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.5% |
| 7D | +5.9% | +5.4% | +0.5% | +3.8% |
| 30D | +15.4% | +16.4% | -1.0% | +9.0% |
| 3M | +6.3% | +11.9% | -5.5% | +1.9% |
| 6M | +5.6% | +11.6% | -6.0% | +1.3% |
| YTD | +9.9% | +24.1% | -14.2% | +1.2% |
| 1Y | +20.8% | +26.9% | -6.1% | +10.3% |
| 3Y | +48.5% | +47.9% | +0.6% | +27.0% |
| 5Y | +60.6% | +87.5% | -26.9% | +25.0% |
| 10Y | +349.8% | +133.2% | +216.6% | +219.6% |
| All | +28,817.6% | +2,498.3% | +26,319.4% | +9,523.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling