+1,188.5%
WDC vs DTE
+137.8%
+1,050.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.4% |
| 7D | -4.3% | -2.6% | -1.7% | -3.1% |
| 30D | -1.5% | -4.4% | +2.9% | +0.8% |
| 3M | -15.5% | -8.3% | -7.1% | -12.4% |
| 6M | +66.5% | -8.1% | +74.5% | +71.5% |
| YTD | +159.9% | +4.4% | +155.4% | +150.1% |
| 1Y | +366.0% | +0.2% | +365.8% | +356.5% |
| 3Y | +1,285.8% | +42.6% | +1,243.2% | +982.2% |
| 5Y | +925.6% | +31.5% | +894.1% | +723.4% |
| All | +1,188.5% | +137.8% | +1,050.7% | +668.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling