+928.6%
WDC vs ES
-5.6%
+934.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +5.9% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -10.0% | -2.0% | -8.0% | -9.8% |
| 3M | -18.8% | +1.7% | -20.4% | -19.3% |
| 6M | +79.0% | -3.5% | +82.6% | +79.1% |
| YTD | +171.6% | +7.9% | +163.6% | +166.1% |
| 1Y | +417.4% | +17.2% | +400.2% | +396.9% |
| 3Y | +1,251.8% | +29.3% | +1,222.5% | +1,161.4% |
| All | +928.6% | -5.6% | +934.2% | +942.1% |
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 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