+144.0%
WDC vs IRE
-98.1%
+242.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -14.4% | +9.4% | -2.5% |
| 7D | +12.1% | -31.8% | +43.9% | +19.0% |
| 30D | -18.8% | -71.8% | +53.0% | -3.3% |
| 3M | -39.3% | -88.9% | +49.6% | -18.5% |
| 6M | -40.1% | -95.4% | +55.2% | -15.1% |
| YTD | +71.8% | -94.2% | +166.0% | +115.9% |
| 1Y | +88.5% | -97.1% | +185.6% | +149.0% |
| All | +144.0% | -98.1% | +242.1% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling