+417.4%
WDC vs GEV
+62.5%
+354.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | +3.3% | -1.5% | -0.9% |
| 30D | -10.0% | -7.5% | -2.5% | -4.0% |
| 3M | -18.8% | -2.2% | -16.6% | -15.6% |
| 6M | +79.0% | +12.1% | +66.9% | +69.0% |
| YTD | +171.6% | +44.4% | +127.2% | +123.3% |
| 1Y | +417.4% | +57.7% | +359.7% | +303.5% |
| All | +417.4% | +62.5% | +354.8% | +303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling