+5,419.9%
WDC vs EXPE
+851.4%
+4,568.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.5% | +6.4% |
| 7D | +1.7% | -9.5% | +11.3% | +5.1% |
| 30D | -10.0% | -6.6% | -3.3% | -8.2% |
| 3M | -18.8% | +31.4% | -50.1% | -27.5% |
| 6M | +79.0% | +35.2% | +43.8% | +56.5% |
| YTD | +171.6% | +5.8% | +165.8% | +154.8% |
| 1Y | +417.4% | +38.7% | +378.7% | +334.8% |
| 3Y | +1,251.8% | +175.8% | +1,076.0% | +750.1% |
| 5Y | +911.7% | +111.8% | +799.9% | +559.5% |
| 10Y | +1,399.6% | +179.7% | +1,219.9% | +704.6% |
| All | +5,419.9% | +851.4% | +4,568.5% | +1,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling