+113.2%
WDC vs ES
-1.6%
+114.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.8% | -5.9% |
| 7D | -18.3% | +5.3% | -23.6% | -16.6% |
| 30D | -26.7% | +8.9% | -35.6% | -24.2% |
| 3M | -40.9% | -1.9% | -39.0% | -40.8% |
| 6M | -26.8% | +3.9% | -30.6% | -26.0% |
| YTD | +88.2% | +8.3% | +79.9% | +88.8% |
| 1Y | +113.2% | -0.1% | +113.3% | +115.0% |
| All | +113.2% | -1.6% | +114.8% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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