+1,294.5%
WDC vs ECL
+155.1%
+1,139.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.4% |
| 7D | +6.0% | -0.8% | +6.8% | +6.5% |
| 30D | +9.9% | -2.5% | +12.4% | +11.3% |
| 3M | -9.4% | +8.3% | -17.7% | -15.7% |
| 6M | +94.7% | -1.1% | +95.8% | +92.1% |
| YTD | +177.4% | +6.5% | +170.8% | +159.7% |
| 1Y | +412.6% | +2.1% | +410.5% | +388.7% |
| 3Y | +1,359.8% | +57.6% | +1,302.2% | +892.3% |
| 5Y | +992.6% | +28.1% | +964.5% | +748.9% |
| All | +1,294.5% | +155.1% | +1,139.4% | +569.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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