+1,221.5%
WDC vs ES
+83.4%
+1,138.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.0% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -10.0% | -2.0% | -8.0% | -9.5% |
| 3M | -18.8% | +1.7% | -20.4% | -19.6% |
| 6M | +79.0% | -3.5% | +82.6% | +79.2% |
| YTD | +171.6% | +7.9% | +163.6% | +162.7% |
| 1Y | +417.4% | +17.2% | +400.2% | +385.8% |
| 3Y | +1,251.8% | +29.3% | +1,222.5% | +1,103.9% |
| 5Y | +911.7% | -5.7% | +917.4% | +903.1% |
| All | +1,221.5% | +83.4% | +1,138.1% | +1,057.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling