+17,845.4%
WDC vs UL
+2,661.1%
+15,184.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +5.9% |
| 7D | +1.7% | -1.3% | +3.1% | +2.2% |
| 30D | -10.0% | +0.5% | -10.4% | -10.2% |
| 3M | -18.8% | +17.6% | -36.4% | -24.4% |
| 6M | +79.0% | -5.4% | +84.4% | +79.3% |
| YTD | +171.6% | +0.7% | +170.9% | +165.4% |
| 1Y | +417.4% | -9.3% | +426.6% | +422.2% |
| 3Y | +1,251.8% | +24.5% | +1,227.3% | +1,088.1% |
| 5Y | +911.7% | +23.2% | +888.5% | +779.9% |
| 10Y | +1,399.6% | +64.5% | +1,335.2% | +1,058.7% |
| All | +17,845.4% | +2,661.1% | +15,184.3% | +5,960.1% |
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