+695.1%
WDC vs EL
+63.7%
+631.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.7% |
| 7D | -3.2% | +0.3% | -3.5% | -3.1% |
| 30D | -19.0% | +12.3% | -31.3% | -22.7% |
| 3M | -28.4% | +28.4% | -56.8% | -36.2% |
| 6M | -39.2% | +36.7% | -76.0% | -48.1% |
| YTD | +82.1% | +8.4% | +73.7% | +67.9% |
| 1Y | +84.7% | +25.4% | +59.2% | +59.2% |
| 3Y | +825.6% | +3.4% | +822.2% | +678.5% |
| 5Y | +608.2% | -64.8% | +672.9% | +973.6% |
| 10Y | +695.1% | +63.0% | +632.1% | +422.6% |
| All | +695.1% | +63.7% | +631.4% | +422.6% |
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