+366.0%
WDC vs EME
+21.8%
+344.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -7.2% |
| 7D | -4.3% | +3.5% | -7.8% | -7.8% |
| 30D | -1.5% | -6.3% | +4.8% | +4.9% |
| 3M | -15.5% | -3.8% | -11.7% | -10.2% |
| 6M | +66.5% | +8.5% | +57.9% | +61.7% |
| YTD | +159.9% | +27.8% | +132.0% | +124.2% |
| 1Y | +366.0% | +22.2% | +343.7% | +297.9% |
| All | +366.0% | +21.8% | +344.1% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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