+84.7%
WDC vs EL
+25.2%
+59.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.4% |
| 7D | -3.2% | +0.3% | -3.5% | -3.2% |
| 30D | -19.0% | +12.3% | -31.3% | -19.4% |
| 3M | -28.4% | +28.4% | -56.8% | -29.2% |
| 6M | -39.2% | +36.7% | -76.0% | -40.8% |
| YTD | +82.1% | +8.4% | +73.7% | +82.5% |
| 1Y | +84.7% | +25.4% | +59.2% | +77.9% |
| All | +84.7% | +25.2% | +59.5% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling