+1,228.2%
WDC vs DD
+67.0%
+1,161.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.1% |
| 7D | +4.4% | -2.9% | +7.3% | +6.5% |
| 30D | +5.3% | -11.5% | +16.8% | +14.3% |
| 3M | -5.9% | -5.4% | -0.5% | -2.3% |
| 6M | +73.2% | -6.9% | +80.1% | +82.3% |
| YTD | +167.8% | +6.9% | +161.0% | +156.0% |
| 1Y | +386.0% | +35.6% | +350.4% | +293.3% |
| 3Y | +1,309.7% | +42.5% | +1,267.2% | +968.7% |
| 5Y | +957.1% | +58.5% | +898.6% | +642.9% |
| All | +1,228.2% | +67.0% | +1,161.2% | +712.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling