+18,229.0%
WDC vs DUK
+2,575.5%
+15,653.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | +9.9% | -2.0% | +12.0% | +10.5% |
| 3M | -9.4% | +0.2% | -9.6% | -10.0% |
| 6M | +94.7% | -6.9% | +101.6% | +96.9% |
| YTD | +177.4% | +6.1% | +171.2% | +169.9% |
| 1Y | +412.6% | +4.4% | +408.2% | +399.1% |
| 3Y | +1,359.8% | +49.1% | +1,310.7% | +1,155.8% |
| 5Y | +992.6% | +39.6% | +953.0% | +850.2% |
| 10Y | +1,245.5% | +125.1% | +1,120.4% | +913.4% |
| All | +18,229.0% | +2,575.5% | +15,653.5% | +4,961.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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