+66.6%
WDC vs ES
-0.3%
+66.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +9.6% |
| 7D | -14.4% | -0.1% | -14.3% | -14.2% |
| 30D | -27.1% | +5.7% | -32.8% | -25.3% |
| 3M | -33.3% | -2.8% | -30.5% | -33.1% |
| 6M | -39.6% | +7.0% | -46.6% | -39.5% |
| YTD | +68.4% | +6.8% | +61.6% | +67.2% |
| All | +66.6% | -0.3% | +66.9% | +67.1% |
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