+916.1%
WDC vs DVA
+46.8%
+869.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | -15.5% | -10.9% | -4.6% | -14.1% |
| 6M | +66.5% | +17.3% | +49.2% | +59.9% |
| YTD | +159.9% | +59.8% | +100.1% | +132.9% |
| 1Y | +366.0% | +36.3% | +329.7% | +330.0% |
| 3Y | +1,285.8% | +88.6% | +1,197.2% | +1,050.0% |
| All | +916.1% | +46.8% | +869.3% | +838.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling