+991.6%
WDC vs DD
+59.3%
+932.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.9% |
| 7D | +7.5% | -3.8% | +11.2% | +10.4% |
| 30D | +10.1% | -9.2% | +19.3% | +17.7% |
| 3M | -6.8% | -9.0% | +2.2% | -0.4% |
| 6M | +84.1% | -5.0% | +89.1% | +91.4% |
| YTD | +180.3% | +7.4% | +172.9% | +166.5% |
| 1Y | +411.1% | +35.1% | +376.0% | +312.2% |
| 3Y | +1,375.0% | +43.2% | +1,331.8% | +1,007.0% |
| 5Y | +991.6% | +59.6% | +931.9% | +654.7% |
| All | +991.6% | +59.3% | +932.2% | +654.7% |
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