+991.6%
WDC vs DT
-28.0%
+1,019.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +7.5% | -0.5% | +8.0% | +7.5% |
| 30D | +10.1% | +0.1% | +10.0% | +9.7% |
| 3M | -6.8% | +24.1% | -30.9% | -12.2% |
| 6M | +84.1% | +30.1% | +54.0% | +69.3% |
| YTD | +180.3% | +16.8% | +163.5% | +163.9% |
| 1Y | +411.1% | -0.1% | +411.2% | +403.6% |
| 3Y | +1,375.0% | +6.8% | +1,368.2% | +1,306.3% |
| 5Y | +991.6% | -28.4% | +1,019.9% | +949.3% |
| All | +991.6% | -28.0% | +1,019.5% | +949.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling