+88.5%
WDC vs DRI
+34.4%
+54.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.0% |
| 7D | +12.1% | +1.1% | +11.0% | +12.2% |
| 30D | -18.8% | +9.7% | -28.5% | -17.8% |
| 3M | -39.3% | +3.2% | -42.5% | -38.5% |
| 6M | -40.1% | +20.6% | -60.7% | -40.9% |
| YTD | +71.8% | +28.3% | +43.6% | +62.4% |
| 1Y | +88.5% | +34.5% | +53.9% | +75.4% |
| All | +88.5% | +34.4% | +54.0% | +75.4% |
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