+856.1%
WDC vs TE
-49.8%
+905.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.4% |
| 7D | +7.5% | +15.0% | -7.5% | +5.4% |
| 30D | +10.1% | -7.5% | +17.6% | +10.7% |
| 3M | -6.8% | -42.0% | +35.1% | -0.8% |
| 6M | +84.1% | -31.4% | +115.6% | +88.3% |
| YTD | +180.3% | -26.5% | +206.7% | +182.2% |
| 1Y | +411.1% | +153.1% | +258.0% | +332.9% |
| 3Y | +1,375.0% | -20.7% | +1,395.7% | +1,222.3% |
| 5Y | +991.6% | -45.4% | +1,037.0% | +865.2% |
| All | +856.1% | -49.8% | +905.9% | +722.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling