+528.7%
WDC vs EW
-14.5%
+543.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -28.0% | +11.0% | -39.0% | -30.5% |
| 30D | -34.9% | +19.1% | -54.0% | -38.5% |
| 3M | -41.6% | +14.4% | -55.9% | -44.2% |
| 6M | -45.4% | +22.8% | -68.1% | -49.4% |
| YTD | +53.3% | +19.8% | +33.5% | +43.2% |
| 1Y | +61.5% | +23.9% | +37.6% | +49.4% |
| 3Y | +712.3% | +52.2% | +660.1% | +565.2% |
| All | +528.7% | -14.5% | +543.2% | +522.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling