+417.4%
WDC vs ET
+31.4%
+386.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +6.0% |
| 7D | +1.7% | +0.9% | +0.9% | +2.2% |
| 30D | -10.0% | +7.5% | -17.4% | -6.6% |
| 3M | -18.8% | +11.4% | -30.2% | -13.3% |
| 6M | +79.0% | +18.5% | +60.5% | +91.3% |
| YTD | +171.6% | +37.4% | +134.2% | +199.4% |
| 1Y | +417.4% | +30.9% | +386.4% | +417.7% |
| All | +417.4% | +31.4% | +386.0% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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