+17,845.4%
WDC vs ECL
+13,009.7%
+4,835.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +1.7% | -2.6% | +4.3% | +3.2% |
| 30D | -10.0% | -2.2% | -7.8% | -9.2% |
| 3M | -18.8% | +10.1% | -28.9% | -24.0% |
| 6M | +79.0% | -5.7% | +84.8% | +81.8% |
| YTD | +171.6% | +7.0% | +164.6% | +157.4% |
| 1Y | +417.4% | +2.7% | +414.7% | +397.2% |
| 3Y | +1,251.8% | +57.7% | +1,194.1% | +911.5% |
| 5Y | +911.7% | +31.1% | +880.6% | +726.2% |
| 10Y | +1,399.6% | +150.9% | +1,248.8% | +787.3% |
| All | +17,845.4% | +13,009.7% | +4,835.7% | +2,743.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling