+517.0%
WDC vs TE
-79.9%
+596.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.8% | +0.4% |
| 7D | +16.3% | -13.6% | +29.9% | +18.5% |
| 30D | -18.3% | -37.7% | +19.4% | -12.8% |
| 3M | -31.4% | -59.8% | +28.4% | -22.9% |
| 6M | -36.3% | -66.3% | +30.0% | -27.5% |
| YTD | +80.8% | -70.5% | +151.4% | +105.3% |
| 1Y | +87.7% | -48.8% | +136.5% | +98.6% |
| 3Y | +819.4% | +31.3% | +788.1% | +660.3% |
| 5Y | +583.2% | -82.0% | +665.2% | +607.3% |
| All | +517.0% | -79.9% | +596.8% | +498.5% |
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