-36.3%
WDC vs DD
+3.4%
-39.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | +16.3% | +6.7% | +9.5% | +10.2% |
| 30D | -18.3% | +19.4% | -37.7% | -27.4% |
| 3M | -31.4% | +7.6% | -39.1% | -33.6% |
| 6M | -36.3% | +2.9% | -39.2% | -35.0% |
| All | -36.3% | +3.4% | -39.7% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling