-45.4%
WDC vs EW
+23.5%
-68.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.1% |
| 7D | -28.0% | +11.0% | -39.0% | -26.3% |
| 30D | -34.9% | +19.1% | -54.0% | -32.3% |
| 3M | -41.6% | +14.4% | -55.9% | -40.3% |
| 6M | -45.4% | +22.8% | -68.1% | -41.3% |
| All | -45.4% | +23.5% | -68.8% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling