+608.2%
WDC vs DLR
+39.4%
+568.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | -3.2% | -2.0% | -1.2% | -1.5% |
| 30D | -19.0% | +0.5% | -19.6% | -18.7% |
| 3M | -28.4% | -4.4% | -24.0% | -26.2% |
| 6M | -39.2% | -6.4% | -32.8% | -37.0% |
| YTD | +82.1% | +19.5% | +62.6% | +66.5% |
| 1Y | +84.7% | +10.5% | +74.1% | +75.7% |
| 3Y | +825.6% | +54.0% | +771.6% | +647.1% |
| 5Y | +608.2% | +39.7% | +568.5% | +442.4% |
| All | +608.2% | +39.4% | +568.8% | +442.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling