+770.0%
WDC vs EXEL
+230.5%
+539.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -4.8% |
| 7D | +12.1% | -0.8% | +12.9% | +12.3% |
| 30D | -18.8% | +13.1% | -31.9% | -20.1% |
| 3M | -39.3% | +36.3% | -75.6% | -42.1% |
| 6M | -40.1% | +34.5% | -74.7% | -42.9% |
| YTD | +71.8% | +57.4% | +14.4% | +59.5% |
| 1Y | +88.5% | +62.9% | +25.5% | +74.2% |
| 3Y | +770.0% | +229.5% | +540.5% | +678.0% |
| All | +770.0% | +230.5% | +539.5% | +678.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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