+411.1%
WDC vs DLR
+20.8%
+390.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.2% |
| 7D | +7.5% | +2.9% | +4.6% | +5.5% |
| 30D | +10.1% | -1.2% | +11.2% | +11.1% |
| 3M | -6.8% | +2.9% | -9.7% | -8.2% |
| 6M | +84.1% | +6.7% | +77.5% | +77.0% |
| YTD | +180.3% | +23.9% | +156.4% | +149.2% |
| 1Y | +411.1% | +18.6% | +392.4% | +360.1% |
| All | +411.1% | +20.8% | +390.3% | +360.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling