+969.7%
WDC vs EW
-25.9%
+995.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.8% |
| 7D | +1.7% | -0.3% | +2.1% | +1.9% |
| 30D | -10.0% | +1.0% | -11.0% | -10.4% |
| 3M | -18.8% | +2.8% | -21.6% | -19.8% |
| 6M | +79.0% | +5.5% | +73.5% | +74.7% |
| YTD | +171.6% | +5.5% | +166.1% | +165.0% |
| 1Y | +417.4% | +11.0% | +406.3% | +395.6% |
| 3Y | +1,251.8% | +17.7% | +1,234.1% | +1,119.0% |
| All | +969.7% | -25.9% | +995.6% | +960.6% |
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