+10,029.5%
WDC vs ECL
+14,051.7%
-4,022.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.5% |
| 7D | -28.0% | -0.8% | -27.2% | -27.7% |
| 30D | -34.9% | +8.1% | -43.1% | -37.7% |
| 3M | -41.6% | +6.4% | -47.9% | -43.8% |
| 6M | -45.4% | +14.8% | -60.1% | -50.2% |
| YTD | +53.3% | +15.5% | +37.8% | +39.1% |
| 1Y | +61.5% | +20.1% | +41.4% | +43.3% |
| 3Y | +712.3% | +77.8% | +634.6% | +469.6% |
| 5Y | +524.2% | +37.9% | +486.4% | +396.2% |
| 10Y | +616.5% | +202.7% | +413.9% | +284.4% |
| All | +10,029.5% | +14,051.7% | -4,022.2% | +1,436.3% |
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 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