+5,777.7%
WDC vs DLR
+3,455.1%
+2,322.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -4.1% |
| 7D | +12.1% | +3.3% | +8.8% | +10.5% |
| 30D | -18.8% | +4.6% | -23.4% | -20.0% |
| 3M | -39.3% | -8.3% | -31.0% | -36.5% |
| 6M | -40.1% | -5.6% | -34.5% | -38.6% |
| YTD | +71.8% | +18.7% | +53.1% | +59.5% |
| 1Y | +88.5% | +17.1% | +71.4% | +76.0% |
| 3Y | +770.0% | +54.4% | +715.6% | +614.3% |
| 5Y | +549.0% | +36.5% | +512.6% | +447.0% |
| 10Y | +650.3% | +187.7% | +462.6% | +331.4% |
| All | +5,777.7% | +3,455.1% | +2,322.7% | +1,225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling