+992.6%
WDC vs EXE
+106.6%
+885.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.1% |
| 7D | +6.0% | -1.8% | +7.8% | +6.5% |
| 30D | +9.9% | +6.4% | +3.5% | +8.1% |
| 3M | -9.4% | +9.2% | -18.6% | -11.8% |
| 6M | +94.7% | -7.0% | +101.7% | +97.2% |
| YTD | +177.4% | -9.5% | +186.8% | +181.3% |
| 1Y | +412.6% | +6.2% | +406.4% | +392.0% |
| 3Y | +1,359.8% | +20.7% | +1,339.0% | +1,233.5% |
| 5Y | +992.6% | +103.6% | +888.9% | +748.5% |
| All | +992.6% | +106.6% | +885.9% | +748.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling