+1,254.4%
AAPL vs WDC
+1,262.3%
-7.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +4.4% |
| 7D | -0.5% | +4.4% | -4.9% | -1.5% |
| 30D | +7.1% | +5.3% | +1.8% | +5.4% |
| 3M | +12.1% | -5.9% | +18.0% | +8.9% |
| 6M | +25.4% | +73.2% | -47.8% | +3.6% |
| YTD | +20.5% | +167.8% | -147.4% | -13.0% |
| 1Y | +44.5% | +386.0% | -341.5% | -12.9% |
| 3Y | +85.8% | +1,309.7% | -1,223.9% | -20.7% |
| 5Y | +124.8% | +957.1% | -832.3% | +0.7% |
| All | +1,254.4% | +1,262.3% | -7.9% | +459.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 10y: compounded portfolio wealth divided by compounded WDC 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…
10y analysis · Full analysis span regression · 6 months rolling