+770.0%
WDC vs EXC
+31.9%
+738.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -4.4% |
| 7D | +12.1% | +1.4% | +10.7% | +12.8% |
| 30D | -18.8% | +8.6% | -27.4% | -15.6% |
| 3M | -39.3% | +2.4% | -41.7% | -38.2% |
| 6M | -40.1% | +6.5% | -46.6% | -38.1% |
| YTD | +71.8% | +9.0% | +62.8% | +78.4% |
| 1Y | +88.5% | +4.6% | +83.9% | +94.1% |
| 3Y | +770.0% | +33.5% | +736.5% | +844.9% |
| All | +770.0% | +31.9% | +738.1% | +844.9% |
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 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