+642.9%
WDC vs ECL
+197.5%
+445.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.6% | -6.6% | -6.0% |
| 7D | +12.1% | +2.9% | +9.2% | +10.2% |
| 30D | -18.8% | +7.5% | -26.3% | -22.5% |
| 3M | -39.3% | +12.2% | -51.6% | -43.9% |
| 6M | -40.1% | +24.6% | -64.7% | -49.3% |
| YTD | +71.8% | +18.8% | +53.0% | +49.7% |
| 1Y | +88.5% | +19.3% | +69.1% | +63.4% |
| 3Y | +770.0% | +78.2% | +691.8% | +446.4% |
| 5Y | +549.0% | +38.8% | +510.2% | +381.5% |
| All | +642.9% | +197.5% | +445.3% | +252.3% |
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