+10,750.2%
WDC vs EWT
+501.7%
+10,248.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | +1.7% |
| 7D | +16.3% | +13.2% | +3.0% | +5.5% |
| 30D | -18.3% | -14.3% | -4.0% | -6.5% |
| 3M | -31.4% | -8.4% | -23.0% | -25.7% |
| 6M | -36.3% | +3.7% | -40.0% | -35.9% |
| YTD | +80.8% | +53.1% | +27.8% | +37.3% |
| 1Y | +87.7% | +55.5% | +32.2% | +41.2% |
| 3Y | +819.4% | +155.6% | +663.8% | +381.1% |
| 5Y | +583.2% | +119.3% | +463.9% | +307.5% |
| 10Y | +689.8% | +446.2% | +243.6% | +162.9% |
| All | +10,750.2% | +501.7% | +10,248.5% | +1,667.7% |
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