+1,587.6%
WDC vs EQX
+226.7%
+1,360.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.1% | +0.6% | -3.7% |
| 7D | +4.4% | -7.0% | +11.4% | +5.5% |
| 30D | +5.3% | +4.8% | +0.4% | +4.1% |
| 3M | -5.9% | +25.6% | -31.6% | -9.7% |
| 6M | +73.2% | -25.8% | +99.1% | +78.4% |
| YTD | +167.8% | -12.7% | +180.6% | +168.1% |
| 1Y | +386.0% | +14.1% | +371.9% | +367.8% |
| 3Y | +1,309.7% | +165.7% | +1,144.0% | +1,078.0% |
| 5Y | +957.1% | +81.2% | +875.9% | +774.7% |
| All | +1,587.6% | +226.7% | +1,360.9% | +1,598.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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