+957.1%
WDC vs EWT
+144.9%
+812.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -1.4% |
| 7D | +4.4% | -1.1% | +5.5% | +5.9% |
| 30D | +5.3% | +4.8% | +0.5% | -0.2% |
| 3M | -5.9% | +11.1% | -17.1% | -15.1% |
| 6M | +73.2% | +54.6% | +18.6% | +8.2% |
| YTD | +167.8% | +71.4% | +96.4% | +50.4% |
| 1Y | +386.0% | +82.1% | +303.9% | +157.1% |
| 3Y | +1,309.7% | +193.2% | +1,116.5% | +328.0% |
| 5Y | +957.1% | +146.1% | +811.0% | +299.5% |
| All | +957.1% | +144.9% | +812.2% | +299.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling