+9,280.5%
WDC vs EW
+6,974.1%
+2,306.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 3M | -18.8% | +2.8% | -21.6% | -19.9% |
| 6M | +79.0% | +5.5% | +73.5% | +74.2% |
| YTD | +171.6% | +5.5% | +166.1% | +164.4% |
| 1Y | +417.4% | +11.0% | +406.3% | +392.9% |
| 3Y | +1,251.8% | +17.7% | +1,234.1% | +1,117.2% |
| 5Y | +911.7% | -25.7% | +937.4% | +942.7% |
| 10Y | +1,399.6% | +132.8% | +1,266.8% | +933.9% |
| All | +9,280.5% | +6,974.1% | +2,306.4% | +2,306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling