+660.4%
WDC vs ECL
+196.4%
+464.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -16.7% | +0.4% | -17.2% | -16.8% |
| 30D | -27.2% | +8.6% | -35.8% | -30.9% |
| 3M | -34.0% | +7.9% | -41.9% | -37.5% |
| 6M | -39.7% | +21.0% | -60.7% | -48.0% |
| YTD | +68.1% | +17.5% | +50.5% | +47.5% |
| 1Y | +66.3% | +19.7% | +46.7% | +43.9% |
| 3Y | +754.4% | +77.4% | +677.0% | +438.3% |
| 5Y | +595.8% | +38.7% | +557.1% | +416.1% |
| 10Y | +660.4% | +193.5% | +466.9% | +262.3% |
| All | +660.4% | +196.4% | +464.0% | +262.3% |
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