+411.1%
WDC vs EXC
+5.3%
+405.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +0.6% |
| 7D | +7.5% | +0.3% | +7.1% | +7.8% |
| 30D | +10.1% | -0.9% | +10.9% | +9.4% |
| 3M | -6.8% | -2.7% | -4.1% | -8.5% |
| 6M | +84.1% | -9.4% | +93.5% | +77.0% |
| YTD | +180.3% | +3.0% | +177.2% | +183.3% |
| 1Y | +411.1% | +5.1% | +405.9% | +445.0% |
| All | +411.1% | +5.3% | +405.8% | +445.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling