+17,845.4%
WDC vs DD
+961.9%
+16,883.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.7% |
| 7D | +1.7% | -3.5% | +5.3% | +3.5% |
| 30D | -10.0% | -10.3% | +0.4% | -5.0% |
| 3M | -18.8% | -7.5% | -11.2% | -15.5% |
| 6M | +79.0% | -8.0% | +87.0% | +87.1% |
| YTD | +171.6% | +10.5% | +161.1% | +160.0% |
| 1Y | +417.4% | +38.3% | +379.1% | +344.1% |
| 3Y | +1,251.8% | +42.5% | +1,209.3% | +1,027.8% |
| 5Y | +911.7% | +60.2% | +851.5% | +706.2% |
| 10Y | +1,399.6% | +68.9% | +1,330.8% | +1,036.8% |
| All | +17,845.4% | +961.9% | +16,883.5% | +5,929.6% |
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