+528.7%
WDC vs ECL
+37.7%
+491.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.7% |
| 7D | -28.0% | -0.8% | -27.2% | -27.7% |
| 30D | -34.9% | +8.1% | -43.1% | -37.2% |
| 3M | -41.6% | +6.4% | -47.9% | -43.4% |
| 6M | -45.4% | +14.8% | -60.1% | -49.8% |
| YTD | +53.3% | +15.5% | +37.8% | +40.2% |
| 1Y | +61.5% | +20.1% | +41.4% | +44.5% |
| 3Y | +712.3% | +77.8% | +634.6% | +453.7% |
| All | +528.7% | +37.7% | +491.0% | +374.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling