+712.3%
WDC vs ES
+46.3%
+666.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.7% |
| 7D | -28.0% | +1.9% | -29.8% | -27.8% |
| 30D | -34.9% | +7.1% | -42.0% | -34.6% |
| 3M | -41.6% | -1.9% | -39.6% | -41.4% |
| 6M | -45.4% | +4.4% | -49.7% | -45.4% |
| YTD | +53.3% | +7.3% | +46.0% | +52.5% |
| 1Y | +61.5% | +2.1% | +59.4% | +60.6% |
| 3Y | +712.3% | +41.8% | +670.5% | +709.1% |
| All | +712.3% | +46.3% | +666.0% | +709.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling