+1,328.4%
WDC vs ET
+97.8%
+1,230.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.5% |
| 7D | +4.4% | +1.4% | +3.1% | +3.7% |
| 30D | +5.3% | +4.6% | +0.7% | +3.0% |
| 3M | -5.9% | +16.0% | -22.0% | -13.3% |
| 6M | +73.2% | +22.8% | +50.4% | +52.9% |
| YTD | +167.8% | +38.9% | +129.0% | +117.4% |
| 1Y | +386.0% | +34.1% | +351.9% | +302.8% |
| All | +1,328.4% | +97.8% | +1,230.6% | +940.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling