+11,253.4%
WDC vs UL
+2,747.5%
+8,505.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | +12.1% | +0.3% | +11.8% | +12.0% |
| 30D | -18.8% | +3.7% | -22.5% | -20.3% |
| 3M | -39.3% | +5.6% | -44.9% | -41.0% |
| 6M | -40.1% | +17.2% | -57.4% | -44.7% |
| YTD | +71.8% | +3.9% | +67.9% | +64.8% |
| 1Y | +88.5% | 0.0% | +88.5% | +82.8% |
| 3Y | +770.0% | +34.8% | +735.2% | +636.4% |
| 5Y | +549.0% | +32.4% | +516.7% | +445.6% |
| 10Y | +650.3% | +105.3% | +545.0% | +431.6% |
| All | +11,253.4% | +2,747.5% | +8,505.9% | +3,662.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling