+139.1%
WDC vs IRE
-97.3%
+236.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.3% | +10.3% |
| 7D | -14.4% | -15.5% | +1.1% | -13.8% |
| 30D | -27.1% | -70.4% | +43.3% | -14.1% |
| 3M | -33.3% | -81.6% | +48.4% | -17.6% |
| 6M | -39.6% | -94.7% | +55.1% | -17.1% |
| YTD | +68.4% | -91.8% | +160.1% | +100.0% |
| 1Y | +78.2% | -97.6% | +175.7% | +135.1% |
| All | +139.1% | -97.3% | +236.4% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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