+584.9%
WDC vs EXC
+43.6%
+541.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.9% |
| 7D | -14.4% | -1.7% | -12.7% | -14.5% |
| 30D | -27.1% | +9.3% | -36.4% | -26.8% |
| 3M | -33.3% | +1.0% | -34.3% | -33.1% |
| 6M | -39.6% | +5.9% | -45.5% | -39.8% |
| YTD | +68.4% | +7.6% | +60.8% | +66.9% |
| 1Y | +78.2% | +2.4% | +75.7% | +77.6% |
| 3Y | +772.0% | +30.2% | +741.8% | +720.8% |
| 5Y | +584.9% | +41.4% | +543.5% | +485.5% |
| All | +584.9% | +43.6% | +541.3% | +485.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling