+961.7%
WDC vs EXE
+187.5%
+774.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +7.5% | -2.7% | +10.2% | +8.2% |
| 30D | +10.1% | -0.4% | +10.4% | +10.0% |
| 3M | -6.8% | +9.5% | -16.3% | -9.3% |
| 6M | +84.1% | -9.3% | +93.5% | +87.6% |
| YTD | +180.3% | -10.9% | +191.2% | +185.1% |
| 1Y | +411.1% | +4.3% | +406.8% | +393.5% |
| 3Y | +1,375.0% | +18.8% | +1,356.2% | +1,257.0% |
| 5Y | +991.6% | +101.4% | +890.2% | +762.6% |
| All | +961.7% | +187.5% | +774.2% | +637.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling