+9,885.7%
WDC vs DVA
+5,194.7%
+4,691.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.6% |
| 7D | +1.7% | +1.8% | -0.1% | +1.4% |
| 30D | -10.0% | -2.5% | -7.5% | -9.5% |
| 3M | -18.8% | -4.3% | -14.5% | -18.4% |
| 6M | +79.0% | +18.9% | +60.2% | +72.4% |
| YTD | +171.6% | +61.9% | +109.6% | +146.5% |
| 1Y | +417.4% | +35.7% | +381.7% | +382.9% |
| 3Y | +1,251.8% | +78.6% | +1,173.1% | +1,079.2% |
| 5Y | +911.7% | +39.2% | +872.5% | +805.1% |
| 10Y | +1,399.6% | +184.0% | +1,215.6% | +1,073.9% |
| All | +9,885.7% | +5,194.7% | +4,691.1% | +5,799.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling