+366.0%
WDC vs GEV
+47.9%
+318.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -5.8% |
| 7D | -4.3% | +1.6% | -5.9% | -5.7% |
| 30D | -1.5% | -7.9% | +6.5% | +5.2% |
| 3M | -15.5% | +5.6% | -21.1% | -17.2% |
| 6M | +66.5% | +13.1% | +53.4% | +54.8% |
| YTD | +159.9% | +46.7% | +113.1% | +107.6% |
| 1Y | +366.0% | +51.3% | +314.7% | +254.9% |
| All | +366.0% | +47.9% | +318.1% | +254.9% |
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