+285.6%
WDC vs IRE
-84.4%
+370.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +14.0% | -8.1% | +3.6% |
| 7D | +1.7% | +54.8% | -53.0% | -5.6% |
| 30D | -10.0% | +18.4% | -28.4% | -14.3% |
| 3M | -18.8% | -66.7% | +48.0% | -11.4% |
| 6M | +79.0% | -52.3% | +131.3% | +74.9% |
| YTD | +171.6% | -52.3% | +223.9% | +153.9% |
| All | +285.6% | -84.4% | +370.1% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling