+695.1%
WDC vs DLR
+188.5%
+506.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | -3.2% | -2.0% | -1.2% | -1.7% |
| 30D | -19.0% | +0.5% | -19.6% | -18.7% |
| 3M | -28.4% | -4.4% | -24.0% | -26.5% |
| 6M | -39.2% | -6.4% | -32.8% | -37.3% |
| YTD | +82.1% | +19.5% | +62.6% | +68.1% |
| 1Y | +84.7% | +10.5% | +74.1% | +76.8% |
| 3Y | +825.6% | +54.0% | +771.6% | +659.9% |
| 5Y | +608.2% | +39.7% | +568.5% | +487.4% |
| 10Y | +695.1% | +189.5% | +505.6% | +350.4% |
| All | +695.1% | +188.5% | +506.6% | +350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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