+6,142.5%
WDC vs EL
+1,845.6%
+4,296.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.0% | +8.8% |
| 7D | -14.4% | +8.0% | -22.4% | -16.7% |
| 30D | -27.1% | +15.4% | -42.5% | -30.8% |
| 3M | -33.3% | +28.5% | -61.8% | -40.1% |
| 6M | -39.6% | +32.2% | -71.8% | -47.2% |
| YTD | +68.4% | +9.2% | +59.2% | +55.6% |
| 1Y | +78.2% | +30.8% | +47.4% | +53.4% |
| 3Y | +772.0% | +3.7% | +768.3% | +658.4% |
| 5Y | +584.9% | -64.8% | +649.7% | +786.5% |
| 10Y | +653.4% | +60.0% | +593.4% | +459.1% |
| All | +6,142.5% | +1,845.6% | +4,296.9% | +2,205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling