+528.7%
WDC vs DRI
+74.0%
+454.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -28.0% | +2.8% | -30.8% | -28.8% |
| 30D | -34.9% | +13.3% | -48.2% | -38.0% |
| 3M | -41.6% | +8.2% | -49.7% | -43.6% |
| 6M | -45.4% | +17.5% | -62.9% | -50.0% |
| YTD | +53.3% | +26.9% | +26.4% | +35.1% |
| 1Y | +61.5% | +31.6% | +30.0% | +39.5% |
| 3Y | +712.3% | +67.0% | +645.4% | +497.8% |
| All | +528.7% | +74.0% | +454.7% | +330.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling