+113.2%
WDC vs DD
+49.3%
+63.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.8% | -5.0% | -5.4% |
| 7D | -18.3% | +8.7% | -27.0% | -23.4% |
| 30D | -26.7% | +15.3% | -42.0% | -34.6% |
| 3M | -40.9% | +5.9% | -46.9% | -43.4% |
| 6M | -26.8% | +11.6% | -38.3% | -32.4% |
| YTD | +88.2% | +26.5% | +61.6% | +46.7% |
| 1Y | +113.2% | +35.4% | +77.8% | +60.5% |
| All | +113.2% | +49.3% | +63.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling