+642.9%
WDC vs EWT
+448.9%
+193.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.2% |
| 7D | +12.1% | +9.1% | +3.0% | +1.0% |
| 30D | -18.8% | -12.2% | -6.6% | -3.9% |
| 3M | -39.3% | -9.4% | -29.9% | -31.2% |
| 6M | -40.1% | +2.7% | -42.8% | -40.2% |
| YTD | +71.8% | +53.3% | +18.5% | +8.6% |
| 1Y | +88.5% | +59.2% | +29.3% | +14.4% |
| 3Y | +770.0% | +157.1% | +612.9% | +195.6% |
| 5Y | +549.0% | +119.6% | +429.4% | +169.8% |
| All | +642.9% | +448.9% | +193.9% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling