+1,053.0%
WDC vs DT
+103.5%
+949.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.5% | +6.3% |
| 7D | +1.7% | -3.3% | +5.0% | +2.6% |
| 30D | -10.0% | +2.0% | -12.0% | -10.7% |
| 3M | -18.8% | +20.0% | -38.8% | -23.8% |
| 6M | +79.0% | +39.3% | +39.7% | +57.3% |
| YTD | +171.6% | +19.8% | +151.8% | +148.4% |
| 1Y | +417.4% | +4.3% | +413.1% | +393.7% |
| 3Y | +1,251.8% | +7.7% | +1,244.1% | +1,156.1% |
| 5Y | +911.7% | -26.8% | +938.5% | +907.7% |
| All | +1,053.0% | +103.5% | +949.5% | +607.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling