+815.8%
WDC vs EWT
+157.1%
+658.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | +2.8% |
| 7D | +16.3% | +13.2% | +3.0% | +0.1% |
| 30D | -18.3% | -14.3% | -4.0% | -0.7% |
| 3M | -31.4% | -8.4% | -23.0% | -23.4% |
| 6M | -36.3% | +3.7% | -40.0% | -36.7% |
| YTD | +80.8% | +53.1% | +27.8% | +20.5% |
| 1Y | +87.7% | +55.5% | +32.2% | +23.4% |
| All | +815.8% | +157.1% | +658.6% | +311.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling