+667.9%
WDC vs DT
+76.1%
+591.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +16.3% | +2.7% | +13.5% | +15.5% |
| 30D | -18.3% | -30.4% | +12.1% | -9.5% |
| 3M | -31.4% | -9.4% | -22.0% | -29.9% |
| 6M | -36.3% | +14.5% | -50.8% | -40.2% |
| YTD | +80.8% | +3.6% | +77.2% | +71.9% |
| 1Y | +87.7% | -3.4% | +91.1% | +82.6% |
| 3Y | +819.4% | -11.1% | +830.5% | +804.3% |
| 5Y | +583.2% | -39.5% | +622.7% | +623.0% |
| All | +667.9% | +76.1% | +591.8% | +389.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling