+1,330.5%
WDC vs EXC
+21.5%
+1,309.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +6.9% | +5.5% |
| 7D | +1.7% | +0.3% | +1.5% | +1.9% |
| 30D | -10.0% | -3.7% | -6.2% | -11.2% |
| 3M | -18.8% | -1.3% | -17.5% | -19.0% |
| 6M | +79.0% | -9.7% | +88.7% | +75.6% |
| YTD | +171.6% | +2.9% | +168.7% | +173.0% |
| 1Y | +417.4% | +4.4% | +413.0% | +421.0% |
| All | +1,330.5% | +21.5% | +1,309.1% | +1,405.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling