+3,322.9%
WDC vs EXPE
+727.3%
+2,595.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | -14.4% | -13.3% | -1.1% | -10.4% |
| 30D | -27.1% | -5.5% | -21.6% | -26.3% |
| 3M | -33.3% | -16.5% | -16.8% | -30.5% |
| 6M | -39.6% | +13.1% | -52.7% | -44.2% |
| YTD | +68.4% | -8.0% | +76.4% | +63.0% |
| 1Y | +78.2% | +1.1% | +77.1% | +66.7% |
| 3Y | +772.0% | +131.2% | +640.9% | +478.6% |
| 5Y | +584.9% | +39.8% | +545.1% | +413.2% |
| 10Y | +653.4% | +118.5% | +535.0% | +333.1% |
| All | +3,322.9% | +727.3% | +2,595.6% | +675.6% |
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 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