+772.0%
WDC vs EXPE
+125.5%
+646.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | -14.4% | -13.3% | -1.1% | -12.2% |
| 30D | -27.1% | -5.5% | -21.6% | -26.3% |
| 3M | -33.3% | -16.5% | -16.8% | -31.5% |
| 6M | -39.6% | +13.1% | -52.7% | -42.6% |
| YTD | +68.4% | -8.0% | +76.4% | +66.2% |
| 1Y | +78.2% | +1.1% | +77.1% | +70.9% |
| 3Y | +772.0% | +131.2% | +640.9% | +531.0% |
| All | +772.0% | +125.5% | +646.5% | +531.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling