+417.4%
WDC vs ETR
+23.8%
+393.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.1% |
| 7D | +1.7% | +1.4% | +0.3% | +0.9% |
| 30D | -10.0% | +1.0% | -10.9% | -10.4% |
| 3M | -18.8% | -1.3% | -17.5% | -18.8% |
| 6M | +79.0% | +1.9% | +77.1% | +72.9% |
| YTD | +171.6% | +18.2% | +153.4% | +122.9% |
| 1Y | +417.4% | +24.7% | +392.7% | +333.0% |
| All | +417.4% | +23.8% | +393.5% | +333.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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