+3,600.9%
WDC vs EXPE
+729.3%
+2,871.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +6.0% | +7.6% |
| 7D | -3.2% | -17.8% | +14.5% | +3.7% |
| 30D | -19.0% | -3.2% | -15.8% | -18.7% |
| 3M | -28.4% | -19.0% | -9.5% | -24.7% |
| 6M | -39.2% | +17.7% | -57.0% | -44.5% |
| YTD | +82.1% | -7.8% | +89.8% | +76.2% |
| 1Y | +84.7% | -1.4% | +86.0% | +74.2% |
| 3Y | +825.6% | +121.9% | +703.7% | +523.7% |
| 5Y | +608.2% | +44.3% | +563.9% | +425.0% |
| 10Y | +695.1% | +125.4% | +569.7% | +352.7% |
| All | +3,600.9% | +729.3% | +2,871.5% | +738.2% |
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