+847.9%
WDC vs GEV
+730.5%
+117.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.2% |
| 7D | +7.5% | +3.2% | +4.3% | +5.5% |
| 30D | +10.1% | -4.0% | +14.1% | +12.8% |
| 3M | -6.8% | +3.4% | -10.2% | -6.8% |
| 6M | +84.1% | +14.7% | +69.4% | +75.1% |
| YTD | +180.3% | +45.8% | +134.5% | +139.4% |
| 1Y | +411.1% | +57.4% | +353.7% | +318.1% |
| All | +847.9% | +730.5% | +117.4% | +305.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling