+1,228.2%
WDC vs EL
+25.3%
+1,202.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.5% |
| 7D | +4.4% | -4.4% | +8.8% | +6.2% |
| 30D | +5.3% | +10.3% | -5.0% | -0.1% |
| 3M | -5.9% | +13.4% | -19.3% | -12.4% |
| 6M | +73.2% | +3.1% | +70.2% | +65.1% |
| YTD | +167.8% | -6.9% | +174.8% | +162.8% |
| 1Y | +386.0% | +11.9% | +374.1% | +334.0% |
| 3Y | +1,309.7% | -33.8% | +1,343.5% | +1,356.7% |
| 5Y | +957.1% | -69.0% | +1,026.1% | +1,568.8% |
| All | +1,228.2% | +25.3% | +1,202.9% | +861.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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