+642.9%
WDC vs DAR
+311.7%
+331.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.5% |
| 7D | +12.1% | +11.6% | +0.5% | +7.1% |
| 30D | -18.8% | -10.2% | -8.6% | -14.8% |
| 3M | -39.3% | -14.8% | -24.5% | -35.2% |
| 6M | -40.1% | -10.1% | -30.1% | -37.7% |
| YTD | +71.8% | +55.5% | +16.3% | +41.5% |
| 1Y | +88.5% | +61.7% | +26.8% | +52.4% |
| 3Y | +770.0% | +37.2% | +732.8% | +596.7% |
| 5Y | +549.0% | -26.9% | +576.0% | +570.9% |
| All | +642.9% | +311.7% | +331.2% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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