+18,229.0%
WDC vs DTE
+3,521.9%
+14,707.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.8% |
| 7D | +6.0% | +0.9% | +5.1% | +5.6% |
| 30D | +9.9% | -1.9% | +11.8% | +10.9% |
| 3M | -9.4% | -3.3% | -6.1% | -8.6% |
| 6M | +94.7% | -7.1% | +101.9% | +99.1% |
| YTD | +177.4% | +8.1% | +169.3% | +165.5% |
| 1Y | +412.6% | +5.3% | +407.3% | +394.8% |
| 3Y | +1,359.8% | +48.2% | +1,311.6% | +1,087.9% |
| 5Y | +992.6% | +33.2% | +959.3% | +821.7% |
| 10Y | +1,245.5% | +137.5% | +1,108.0% | +780.3% |
| All | +18,229.0% | +3,521.9% | +14,707.1% | +4,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling