+1,328.4%
WDC vs DTE
+45.3%
+1,283.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.5% |
| 7D | +4.4% | -2.0% | +6.4% | +4.3% |
| 30D | +5.3% | -2.4% | +7.7% | +5.1% |
| 3M | -5.9% | -7.3% | +1.4% | -6.8% |
| 6M | +73.2% | -7.6% | +80.9% | +71.8% |
| YTD | +167.8% | +5.8% | +162.0% | +165.0% |
| 1Y | +386.0% | +2.3% | +383.7% | +380.0% |
| All | +1,328.4% | +45.3% | +1,283.1% | +1,376.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling