+481.1%
WDC vs GEV
+601.7%
-120.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -3.9% |
| 7D | +12.1% | +3.7% | +8.3% | +9.9% |
| 30D | -18.8% | -14.7% | -4.1% | -10.6% |
| 3M | -39.3% | -23.4% | -15.9% | -29.4% |
| 6M | -40.1% | -24.3% | -15.8% | -29.2% |
| YTD | +71.8% | +23.2% | +48.6% | +61.4% |
| 1Y | +88.5% | +44.2% | +44.2% | +64.7% |
| All | +481.1% | +601.7% | -120.6% | +173.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling