+88.5%
WDC vs EW
+25.9%
+62.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.3% |
| 7D | +12.1% | +4.9% | +7.2% | +10.9% |
| 30D | -18.8% | +23.9% | -42.7% | -23.1% |
| 3M | -39.3% | +15.8% | -55.1% | -41.6% |
| 6M | -40.1% | +31.7% | -71.8% | -45.9% |
| YTD | +71.8% | +25.7% | +46.1% | +67.5% |
| 1Y | +88.5% | +24.4% | +64.0% | +87.1% |
| All | +88.5% | +25.9% | +62.5% | +87.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling