+1,359.8%
WDC vs DD
+47.1%
+1,312.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.3% |
| 7D | +6.0% | -0.6% | +6.6% | +6.4% |
| 30D | +9.9% | -7.4% | +17.4% | +15.2% |
| 3M | -9.4% | -6.4% | -3.0% | -5.5% |
| 6M | +94.7% | -2.5% | +97.2% | +98.9% |
| YTD | +177.4% | +10.2% | +167.1% | +163.6% |
| 1Y | +412.6% | +36.9% | +375.6% | +331.4% |
| 3Y | +1,359.8% | +47.0% | +1,312.8% | +1,090.2% |
| All | +1,359.8% | +47.1% | +1,312.7% | +1,090.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling