+992.6%
WDC vs EL
-67.4%
+1,060.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.7% |
| 7D | +6.0% | +1.7% | +4.3% | +5.5% |
| 30D | +9.9% | +15.5% | -5.6% | +4.8% |
| 3M | -9.4% | +20.6% | -29.9% | -15.1% |
| 6M | +94.7% | +10.5% | +84.3% | +85.3% |
| YTD | +177.4% | -1.9% | +179.2% | +171.3% |
| 1Y | +412.6% | +16.1% | +396.5% | +371.3% |
| 3Y | +1,359.8% | -30.2% | +1,390.0% | +1,373.3% |
| 5Y | +992.6% | -67.4% | +1,060.0% | +1,452.2% |
| All | +992.6% | -67.4% | +1,060.0% | +1,452.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling