+991.6%
WDC vs ETR
+122.8%
+868.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +7.5% | +0.4% | +7.1% | +7.3% |
| 30D | +10.1% | +2.0% | +8.0% | +9.3% |
| 3M | -6.8% | -1.7% | -5.1% | -6.5% |
| 6M | +84.1% | +3.6% | +80.6% | +80.9% |
| YTD | +180.3% | +18.0% | +162.2% | +163.7% |
| 1Y | +411.1% | +26.2% | +384.8% | +371.8% |
| 3Y | +1,375.0% | +148.0% | +1,227.0% | +1,046.4% |
| 5Y | +991.6% | +126.1% | +865.5% | +754.1% |
| All | +991.6% | +122.8% | +868.8% | +754.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling