+660.4%
WDC vs DRI
+343.2%
+317.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -16.7% | +4.2% | -21.0% | -18.3% |
| 30D | -27.2% | +15.7% | -42.9% | -32.0% |
| 3M | -34.0% | +5.8% | -39.8% | -36.2% |
| 6M | -39.7% | +18.4% | -58.1% | -45.6% |
| YTD | +68.1% | +28.2% | +39.8% | +45.8% |
| 1Y | +66.3% | +35.9% | +30.4% | +40.0% |
| 3Y | +754.4% | +67.7% | +686.7% | +529.7% |
| 5Y | +595.8% | +77.9% | +517.9% | +393.1% |
| 10Y | +660.4% | +338.7% | +321.7% | +282.3% |
| All | +660.4% | +343.2% | +317.2% | +282.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling