+991.6%
WDC vs UL
+19.6%
+972.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.0% |
| 7D | +7.5% | -3.2% | +10.7% | +7.4% |
| 30D | +10.1% | -0.6% | +10.6% | +10.1% |
| 3M | -6.8% | +9.4% | -16.3% | -7.4% |
| 6M | +84.1% | -4.1% | +88.3% | +86.0% |
| YTD | +180.3% | -2.0% | +182.2% | +181.8% |
| 1Y | +411.1% | -9.0% | +420.1% | +419.2% |
| 3Y | +1,375.0% | +21.8% | +1,353.2% | +1,260.4% |
| 5Y | +991.6% | +20.6% | +971.0% | +853.0% |
| All | +991.6% | +19.6% | +972.0% | +853.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling