+113.2%
WDC vs EWT
+54.0%
+59.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -5.0% |
| 7D | -18.3% | -10.9% | -7.4% | -3.7% |
| 30D | -26.7% | -17.7% | -8.9% | -2.8% |
| 3M | -40.9% | -5.0% | -35.9% | -37.2% |
| 6M | -26.8% | +7.4% | -34.1% | -32.7% |
| YTD | +88.2% | +52.8% | +35.4% | -6.4% |
| 1Y | +113.2% | +55.2% | +58.0% | +3.1% |
| All | +113.2% | +54.0% | +59.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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