+778.9%
WDC vs GEV
+735.9%
+43.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -5.0% |
| 7D | -4.3% | +1.6% | -5.9% | -5.3% |
| 30D | -1.5% | -7.9% | +6.5% | +3.3% |
| 3M | -15.5% | +5.6% | -21.1% | -16.5% |
| 6M | +66.5% | +13.1% | +53.4% | +59.1% |
| YTD | +159.9% | +46.7% | +113.1% | +121.0% |
| 1Y | +366.0% | +51.3% | +314.7% | +287.6% |
| All | +778.9% | +735.9% | +43.0% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling