+567.0%
WDC vs ES
+6.6%
+560.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.1% |
| 7D | +12.1% | +2.7% | +9.4% | +11.9% |
| 30D | -18.8% | +7.6% | -26.4% | -19.4% |
| 3M | -39.3% | +0.5% | -39.8% | -39.3% |
| 6M | -40.1% | +7.6% | -47.7% | -41.0% |
| YTD | +71.8% | +10.2% | +61.6% | +67.9% |
| 1Y | +88.5% | +1.8% | +86.6% | +86.4% |
| 3Y | +770.0% | +55.4% | +714.6% | +665.8% |
| All | +567.0% | +6.6% | +560.4% | +559.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling