+16,192.5%
WDC vs EWT
+594.1%
+15,598.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.9% | +4.0% | +4.4% |
| 7D | +1.7% | +4.0% | -2.2% | -1.3% |
| 30D | -10.0% | +10.3% | -20.3% | -16.5% |
| 3M | -18.8% | +6.1% | -24.8% | -20.6% |
| 6M | +79.0% | +56.6% | +22.4% | +30.9% |
| YTD | +171.6% | +76.6% | +95.0% | +82.5% |
| 1Y | +417.4% | +97.9% | +319.5% | +220.9% |
| 3Y | +1,251.8% | +198.0% | +1,053.8% | +522.0% |
| 5Y | +911.7% | +151.8% | +759.9% | +436.6% |
| 10Y | +1,399.6% | +514.1% | +885.5% | +348.5% |
| All | +16,192.5% | +594.1% | +15,598.4% | +2,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling