+806.0%
WDC vs GEV
+706.8%
+99.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.6% | -2.8% |
| 7D | +4.4% | -1.9% | +6.3% | +5.6% |
| 30D | +5.3% | -8.7% | +14.0% | +11.0% |
| 3M | -5.9% | +6.6% | -12.5% | -7.1% |
| 6M | +73.2% | +10.2% | +63.0% | +68.4% |
| YTD | +167.8% | +41.6% | +126.2% | +132.7% |
| 1Y | +386.0% | +43.9% | +342.1% | +315.6% |
| All | +806.0% | +706.8% | +99.2% | +293.9% |
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 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