+608.2%
WDC vs DD
+70.3%
+537.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.1% | +8.9% |
| 7D | -3.2% | +3.2% | -6.5% | -4.9% |
| 30D | -19.0% | +20.3% | -39.3% | -28.7% |
| 3M | -28.4% | +8.2% | -36.6% | -32.2% |
| 6M | -39.2% | +3.4% | -42.6% | -40.6% |
| YTD | +82.1% | +30.6% | +51.4% | +50.8% |
| 1Y | +84.7% | +30.6% | +54.0% | +53.0% |
| 3Y | +825.6% | +91.1% | +734.5% | +463.6% |
| 5Y | +608.2% | +68.6% | +539.6% | +367.3% |
| All | +608.2% | +70.3% | +537.8% | +367.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling