+682.0%
WDC vs ES
+96.6%
+585.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | +16.3% | -1.1% | +17.4% | +16.6% |
| 30D | -18.3% | +8.2% | -26.5% | -20.0% |
| 3M | -31.4% | +0.6% | -32.1% | -31.8% |
| 6M | -36.3% | +6.0% | -42.3% | -37.9% |
| YTD | +80.8% | +9.3% | +71.5% | +73.9% |
| 1Y | +87.7% | +1.1% | +86.6% | +84.0% |
| 3Y | +819.4% | +51.9% | +767.5% | +674.8% |
| 5Y | +583.2% | +6.5% | +576.8% | +547.9% |
| All | +682.0% | +96.6% | +585.3% | +603.5% |
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