+11,253.4%
WDC vs DE
+14,451.3%
-3,197.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.6% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | -18.8% | +3.6% | -22.4% | -20.1% |
| 3M | -39.3% | +10.2% | -49.6% | -42.5% |
| 6M | -40.1% | +16.6% | -56.7% | -44.9% |
| YTD | +71.8% | +45.8% | +26.0% | +41.2% |
| 1Y | +88.5% | +43.9% | +44.6% | +55.2% |
| 3Y | +770.0% | +89.6% | +680.4% | +522.1% |
| 5Y | +549.0% | +100.3% | +448.7% | +340.8% |
| 10Y | +650.3% | +760.8% | -110.5% | +164.4% |
| All | +11,253.4% | +14,451.3% | -3,197.9% | +1,331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling