+583.6%
WDC vs ES
+85.7%
+497.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.8% |
| 7D | -28.0% | +1.9% | -29.8% | -28.4% |
| 30D | -34.9% | +7.1% | -42.0% | -36.2% |
| 3M | -41.6% | -1.9% | -39.6% | -41.5% |
| 6M | -45.4% | +4.4% | -49.7% | -46.6% |
| YTD | +53.3% | +7.3% | +46.0% | +48.1% |
| 1Y | +61.5% | +2.1% | +59.4% | +57.6% |
| 3Y | +712.3% | +41.8% | +670.5% | +600.0% |
| 5Y | +524.2% | +1.4% | +522.8% | +500.7% |
| All | +583.6% | +85.7% | +497.9% | +526.2% |
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