+1,289.7%
WDC vs ETR
+303.8%
+985.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +7.5% | +0.4% | +7.1% | +7.2% |
| 30D | +10.1% | +2.0% | +8.0% | +9.0% |
| 3M | -6.8% | -1.7% | -5.1% | -6.3% |
| 6M | +84.1% | +3.6% | +80.6% | +79.8% |
| YTD | +180.3% | +18.0% | +162.2% | +157.6% |
| 1Y | +411.1% | +26.2% | +384.8% | +355.5% |
| 3Y | +1,375.0% | +148.0% | +1,227.0% | +835.9% |
| 5Y | +991.6% | +126.1% | +865.5% | +611.6% |
| All | +1,289.7% | +303.8% | +985.9% | +713.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling