+642.9%
WDC vs EW
+254.3%
+388.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.5% |
| 7D | +12.1% | +4.9% | +7.2% | +9.9% |
| 30D | -18.8% | +23.9% | -42.7% | -26.0% |
| 3M | -39.3% | +15.8% | -55.1% | -43.2% |
| 6M | -40.1% | +31.7% | -71.8% | -47.3% |
| YTD | +71.8% | +25.7% | +46.1% | +53.6% |
| 1Y | +88.5% | +24.4% | +64.0% | +69.4% |
| 3Y | +770.0% | +65.9% | +704.1% | +542.2% |
| 5Y | +549.0% | -7.6% | +556.7% | +517.6% |
| All | +642.9% | +254.3% | +388.5% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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