+113.2%
WDC vs DTE
+5.6%
+107.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.2% | -6.0% |
| 7D | -18.3% | +4.2% | -22.5% | -17.2% |
| 30D | -26.7% | +10.0% | -36.7% | -24.8% |
| 3M | -40.9% | -2.1% | -38.9% | -40.4% |
| 6M | -26.8% | -4.7% | -22.1% | -27.0% |
| YTD | +88.2% | +9.3% | +78.9% | +67.5% |
| 1Y | +113.2% | +6.6% | +106.6% | +92.9% |
| All | +113.2% | +5.6% | +107.6% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling