+815.8%
WDC vs EXE
+20.0%
+795.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +16.3% | +3.6% | +12.7% | +15.7% |
| 30D | -18.3% | -4.3% | -13.9% | -17.8% |
| 3M | -31.4% | -7.7% | -23.8% | -30.7% |
| 6M | -36.3% | -7.2% | -29.0% | -35.8% |
| YTD | +80.8% | -18.5% | +99.4% | +86.6% |
| 1Y | +87.7% | -24.4% | +112.1% | +98.5% |
| All | +815.8% | +20.0% | +795.8% | +739.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling