+417.4%
WDC vs DTE
+3.0%
+414.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +5.7% |
| 7D | +1.7% | +0.2% | +1.6% | +1.8% |
| 30D | -10.0% | -2.6% | -7.4% | -10.7% |
| 3M | -18.8% | -3.9% | -14.9% | -21.0% |
| 6M | +79.0% | -7.9% | +86.9% | +74.7% |
| YTD | +171.6% | +7.2% | +164.4% | +163.1% |
| 1Y | +417.4% | +3.1% | +414.3% | +389.7% |
| All | +417.4% | +3.0% | +414.4% | +389.7% |
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