+1,228.2%
WDC vs ETR
+298.4%
+929.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.8% |
| 7D | +4.4% | -1.9% | +6.3% | +5.4% |
| 30D | +5.3% | -0.2% | +5.5% | +5.4% |
| 3M | -5.9% | -3.7% | -2.2% | -4.4% |
| 6M | +73.2% | +2.1% | +71.2% | +70.3% |
| YTD | +167.8% | +16.5% | +151.4% | +147.8% |
| 1Y | +386.0% | +22.5% | +363.5% | +339.4% |
| 3Y | +1,309.7% | +144.7% | +1,165.0% | +800.4% |
| 5Y | +957.1% | +125.2% | +831.9% | +589.8% |
| All | +1,228.2% | +298.4% | +929.8% | +682.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling