+1,188.5%
WDC vs DVA
+187.8%
+1,000.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.3% | -1.3% | -3.0% | -4.0% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | -15.5% | -10.9% | -4.6% | -13.5% |
| 6M | +66.5% | +17.3% | +49.2% | +57.1% |
| YTD | +159.9% | +59.8% | +100.1% | +123.1% |
| 1Y | +366.0% | +36.3% | +329.7% | +316.5% |
| 3Y | +1,285.8% | +88.6% | +1,197.2% | +974.8% |
| 5Y | +925.6% | +47.5% | +878.0% | +734.1% |
| All | +1,188.5% | +187.8% | +1,000.7% | +786.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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