+770.0%
WDC vs TER
+188.5%
+581.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.4% | +0.4% | -1.7% |
| 7D | +12.1% | +14.4% | -2.3% | +3.2% |
| 30D | -18.8% | -30.6% | +11.8% | +1.8% |
| 3M | -39.3% | -39.2% | -0.1% | -19.0% |
| 6M | -40.1% | -31.3% | -8.9% | -25.0% |
| YTD | +71.8% | +29.1% | +42.7% | +49.4% |
| 1Y | +88.5% | +47.4% | +41.0% | +53.5% |
| 3Y | +770.0% | +191.2% | +578.8% | +386.5% |
| All | +770.0% | +188.5% | +581.5% | +386.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 3y: compounded portfolio wealth divided by compounded TER 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…
3y analysis · Full analysis span regression · 6 months rolling