+3,380.6%
WDC vs ET
+1,435.7%
+1,944.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +9.9% | +6.9% | +3.1% | +7.3% |
| 3M | -9.4% | +13.1% | -22.5% | -13.8% |
| 6M | +94.7% | +18.7% | +76.0% | +81.3% |
| YTD | +177.4% | +37.4% | +139.9% | +144.3% |
| 1Y | +412.6% | +34.8% | +377.8% | +354.1% |
| 3Y | +1,359.8% | +96.8% | +1,263.0% | +1,031.7% |
| 5Y | +992.6% | +238.2% | +754.3% | +595.4% |
| 10Y | +1,245.5% | +159.4% | +1,086.1% | +765.8% |
| All | +3,380.6% | +1,435.7% | +1,944.9% | +689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling