+9,124.2%
WDC vs EXEL
+347.1%
+8,777.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.2% | +8.3% |
| 7D | -3.2% | -2.8% | -0.4% | -2.5% |
| 30D | -19.0% | +18.2% | -37.2% | -21.6% |
| 3M | -28.4% | +37.7% | -66.2% | -32.9% |
| 6M | -39.2% | +42.2% | -81.5% | -43.6% |
| YTD | +82.1% | +61.3% | +20.8% | +64.8% |
| 1Y | +84.7% | +64.5% | +20.2% | +66.3% |
| 3Y | +825.6% | +236.7% | +589.0% | +602.3% |
| 5Y | +608.2% | +296.3% | +311.9% | +412.9% |
| 10Y | +695.1% | +331.1% | +364.0% | +424.3% |
| All | +9,124.2% | +347.1% | +8,777.1% | +3,579.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling