+813.8%
WDC vs TE
-53.2%
+867.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.7% | +2.3% | -3.5% |
| 7D | +4.4% | +0.9% | +3.5% | +4.3% |
| 30D | +5.3% | -16.3% | +21.6% | +7.4% |
| 3M | -5.9% | -40.8% | +34.8% | 0.0% |
| 6M | +73.2% | -42.6% | +115.8% | +81.3% |
| YTD | +167.8% | -31.4% | +199.3% | +172.2% |
| 1Y | +386.0% | +144.9% | +241.1% | +313.8% |
| 3Y | +1,309.7% | -26.0% | +1,335.7% | +1,175.8% |
| 5Y | +957.1% | -48.5% | +1,005.6% | +841.5% |
| All | +813.8% | -53.2% | +867.0% | +693.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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