+1,188.5%
WDC vs ET
+177.0%
+1,011.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.6% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -1.5% | +2.9% | -4.4% | -2.8% |
| 3M | -15.5% | +16.8% | -32.3% | -21.7% |
| 6M | +66.5% | +18.9% | +47.6% | +52.3% |
| YTD | +159.9% | +37.7% | +122.2% | +121.6% |
| 1Y | +366.0% | +32.4% | +333.5% | +303.8% |
| 3Y | +1,285.8% | +99.5% | +1,186.3% | +903.0% |
| 5Y | +925.6% | +244.0% | +681.6% | +482.5% |
| All | +1,188.5% | +177.0% | +1,011.5% | +619.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling