+914.7%
WDC vs EXE
+188.3%
+726.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +4.4% | -2.2% | +6.6% | +5.0% |
| 30D | +5.3% | -0.8% | +6.1% | +5.4% |
| 3M | -5.9% | +10.0% | -16.0% | -8.6% |
| 6M | +73.2% | -6.3% | +79.6% | +74.9% |
| YTD | +167.8% | -10.7% | +178.5% | +172.3% |
| 1Y | +386.0% | +2.7% | +383.3% | +371.7% |
| 3Y | +1,309.7% | +19.1% | +1,290.6% | +1,196.1% |
| 5Y | +957.1% | +105.4% | +851.7% | +731.8% |
| All | +914.7% | +188.3% | +726.5% | +604.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling