+417.4%
WDC vs DRI
+6.9%
+410.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +5.8% |
| 7D | +1.7% | +0.6% | +1.2% | +1.8% |
| 30D | -10.0% | +3.8% | -13.8% | -9.8% |
| 3M | -18.8% | +13.0% | -31.8% | -20.3% |
| 6M | +79.0% | +8.3% | +70.7% | +77.9% |
| YTD | +171.6% | +20.6% | +150.9% | +163.4% |
| 1Y | +417.4% | +6.5% | +410.9% | +411.8% |
| All | +417.4% | +6.9% | +410.4% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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