+770.0%
WDC vs DT
-11.4%
+781.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | +12.1% | +3.1% | +9.0% | +11.6% |
| 30D | -18.8% | -29.5% | +10.7% | -15.5% |
| 3M | -39.3% | -11.7% | -27.6% | -38.2% |
| 6M | -40.1% | +29.0% | -69.1% | -42.8% |
| YTD | +71.8% | +3.4% | +68.4% | +72.5% |
| 1Y | +88.5% | -4.2% | +92.7% | +94.8% |
| 3Y | +770.0% | -12.8% | +782.8% | +846.8% |
| All | +770.0% | -11.4% | +781.4% | +846.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling