+113.2%
WDC vs DT
-5.1%
+118.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.2% | -6.9% |
| 7D | -18.3% | -25.5% | +7.2% | -22.8% |
| 30D | -26.7% | -22.3% | -4.4% | -29.8% |
| 3M | -40.9% | +2.3% | -43.3% | -38.4% |
| 6M | -26.8% | +20.7% | -47.5% | -19.0% |
| YTD | +88.2% | +7.9% | +80.2% | +106.6% |
| 1Y | +113.2% | -5.7% | +118.9% | +129.6% |
| All | +113.2% | -5.1% | +118.3% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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