+1,188.5%
WDC vs DE
+863.9%
+324.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -4.3% | -2.6% | -1.7% | -2.9% |
| 30D | -1.5% | +9.0% | -10.5% | -7.0% |
| 3M | -15.5% | +19.1% | -34.6% | -24.6% |
| 6M | +66.5% | +14.4% | +52.1% | +51.8% |
| YTD | +159.9% | +45.9% | +113.9% | +101.2% |
| 1Y | +366.0% | +43.6% | +322.4% | +262.0% |
| 3Y | +1,285.8% | +75.9% | +1,209.9% | +826.3% |
| 5Y | +925.6% | +98.8% | +826.8% | +498.1% |
| All | +1,188.5% | +863.9% | +324.7% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling