+11,850.9%
WDC vs DD
+1,148.4%
+10,702.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +16.3% | +6.7% | +9.5% | +12.8% |
| 30D | -18.3% | +19.4% | -37.7% | -24.6% |
| 3M | -31.4% | +7.6% | -39.1% | -33.7% |
| 6M | -36.3% | +2.9% | -39.2% | -37.0% |
| YTD | +80.8% | +29.9% | +51.0% | +60.5% |
| 1Y | +87.7% | +28.6% | +59.1% | +67.4% |
| 3Y | +819.4% | +90.0% | +729.4% | +573.9% |
| 5Y | +583.2% | +68.1% | +515.1% | +431.4% |
| 10Y | +689.8% | +98.7% | +591.1% | +454.8% |
| All | +11,850.9% | +1,148.4% | +10,702.5% | +3,622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling