+1,245.5%
WDC vs EXC
+154.0%
+1,091.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +6.0% | +1.2% | +4.8% | +5.4% |
| 30D | +9.9% | -2.7% | +12.7% | +11.1% |
| 3M | -9.4% | -1.0% | -8.4% | -9.9% |
| 6M | +94.7% | -9.3% | +104.0% | +100.0% |
| YTD | +177.4% | +3.6% | +173.7% | +167.0% |
| 1Y | +412.6% | +5.9% | +406.7% | +385.0% |
| 3Y | +1,359.8% | +21.3% | +1,338.5% | +1,139.0% |
| 5Y | +992.6% | +46.2% | +946.4% | +699.7% |
| 10Y | +1,245.5% | +151.5% | +1,094.0% | +661.9% |
| All | +1,245.5% | +154.0% | +1,091.5% | +661.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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