-39.2%
WDC vs DLR
-6.1%
-33.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.2% |
| 7D | -3.2% | -2.0% | -1.2% | -1.6% |
| 30D | -19.0% | +0.5% | -19.6% | -18.6% |
| 3M | -28.4% | -4.4% | -24.0% | -26.3% |
| 6M | -39.2% | -6.4% | -32.8% | -38.2% |
| All | -39.2% | -6.1% | -33.1% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling