+2,898.6%
WDC vs DIA
+1,120.9%
+1,777.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +16.3% | +1.6% | +14.7% | +14.2% |
| 30D | -18.3% | +1.2% | -19.5% | -19.0% |
| 3M | -31.4% | -2.4% | -29.0% | -29.1% |
| 6M | -36.3% | +5.7% | -42.0% | -40.4% |
| YTD | +80.8% | +9.9% | +70.9% | +62.6% |
| 1Y | +87.7% | +9.8% | +77.9% | +69.5% |
| 3Y | +819.4% | +59.8% | +759.7% | +420.2% |
| 5Y | +583.2% | +57.7% | +525.5% | +303.2% |
| 10Y | +689.8% | +235.8% | +454.0% | +93.9% |
| All | +2,898.6% | +1,120.9% | +1,777.7% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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