+642.9%
WDC vs ETR
+378.9%
+263.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -4.9% |
| 7D | +12.1% | +1.2% | +10.9% | +11.5% |
| 30D | -18.8% | +7.0% | -25.8% | -21.4% |
| 3M | -39.3% | +4.6% | -43.9% | -40.7% |
| 6M | -40.1% | +0.1% | -40.3% | -40.6% |
| YTD | +71.8% | +23.2% | +48.6% | +54.4% |
| 1Y | +88.5% | +20.6% | +67.9% | +71.2% |
| 3Y | +770.0% | +156.3% | +613.7% | +440.0% |
| 5Y | +549.0% | +159.6% | +389.4% | +290.2% |
| All | +642.9% | +378.9% | +263.9% | +310.5% |
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