+158.5%
WDC vs IRE
-97.5%
+256.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.1% | -3.8% | +6.3% |
| 7D | -3.2% | -15.1% | +11.9% | -2.2% |
| 30D | -19.0% | -71.4% | +52.3% | -4.3% |
| 3M | -28.4% | -81.2% | +52.7% | -12.0% |
| 6M | -39.2% | -93.7% | +54.5% | -18.0% |
| YTD | +82.1% | -92.2% | +174.3% | +117.9% |
| 1Y | +84.7% | -97.3% | +181.9% | +141.0% |
| All | +158.5% | -97.5% | +256.0% | +232.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling