+660.4%
WDC vs ES
+87.3%
+573.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -16.7% | +0.9% | -17.6% | -17.0% |
| 30D | -27.2% | +5.9% | -33.1% | -28.5% |
| 3M | -34.0% | -1.0% | -33.0% | -34.1% |
| 6M | -39.7% | +7.2% | -46.9% | -41.5% |
| YTD | +68.1% | +7.0% | +61.1% | +62.4% |
| 1Y | +66.3% | +0.5% | +65.9% | +63.0% |
| 3Y | +754.4% | +48.7% | +705.8% | +623.6% |
| 5Y | +595.8% | +1.9% | +593.8% | +567.9% |
| 10Y | +660.4% | +89.2% | +571.2% | +598.9% |
| All | +660.4% | +87.3% | +573.1% | +598.9% |
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