+642.9%
WDC vs EXPE
+123.5%
+519.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -4.6% |
| 7D | +12.1% | -0.5% | +12.6% | +12.3% |
| 30D | -18.8% | -6.1% | -12.7% | -17.6% |
| 3M | -39.3% | -21.3% | -18.0% | -35.4% |
| 6M | -40.1% | +19.0% | -59.1% | -45.9% |
| YTD | +71.8% | -8.4% | +80.2% | +66.4% |
| 1Y | +88.5% | -2.8% | +91.3% | +78.2% |
| 3Y | +770.0% | +120.8% | +649.2% | +462.4% |
| 5Y | +549.0% | +46.2% | +502.9% | +362.4% |
| All | +642.9% | +123.5% | +519.3% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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