+9,966.9%
WDC vs EL
+1,685.7%
+8,281.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.0% | +2.9% | +4.8% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | -10.0% | +19.8% | -29.8% | -16.8% |
| 3M | -18.8% | +25.7% | -44.5% | -26.7% |
| 6M | +79.0% | +5.4% | +73.6% | +69.9% |
| YTD | +171.6% | +0.2% | +171.3% | +159.7% |
| 1Y | +417.4% | +20.4% | +396.9% | +356.9% |
| 3Y | +1,251.8% | -32.1% | +1,283.9% | +1,270.0% |
| 5Y | +911.7% | -67.2% | +978.9% | +1,245.2% |
| 10Y | +1,399.6% | +31.7% | +1,367.9% | +1,094.8% |
| All | +9,966.9% | +1,685.7% | +8,281.2% | +3,747.9% |
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 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