+4,402.7%
WDC vs DIA
+1,144.9%
+3,257.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.6% |
| 7D | +1.7% | -0.2% | +1.9% | +1.9% |
| 30D | -10.0% | -1.5% | -8.4% | -8.2% |
| 3M | -18.8% | +3.8% | -22.5% | -22.3% |
| 6M | +79.0% | +10.3% | +68.8% | +58.7% |
| YTD | +171.6% | +12.1% | +159.5% | +137.0% |
| 1Y | +417.4% | +18.6% | +398.7% | +320.3% |
| 3Y | +1,251.8% | +60.6% | +1,191.2% | +656.7% |
| 5Y | +911.7% | +64.4% | +847.3% | +463.2% |
| 10Y | +1,399.6% | +250.1% | +1,149.5% | +247.8% |
| All | +4,402.7% | +1,144.9% | +3,257.8% | +259.2% |
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