+1,037.3%
WDC vs DT
+101.6%
+935.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.9% |
| 7D | +4.4% | -2.5% | +7.0% | +5.1% |
| 30D | +5.3% | +3.5% | +1.7% | +3.8% |
| 3M | -5.9% | +26.7% | -32.6% | -13.4% |
| 6M | +73.2% | +36.1% | +37.1% | +53.4% |
| YTD | +167.8% | +18.6% | +149.2% | +145.5% |
| 1Y | +386.0% | +7.9% | +378.1% | +358.1% |
| 3Y | +1,309.7% | +8.6% | +1,301.1% | +1,205.1% |
| 5Y | +957.1% | -26.7% | +983.8% | +950.4% |
| All | +1,037.3% | +101.6% | +935.6% | +599.3% |
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