+44.9%
AMZN vs WDC
+1,011.2%
-966.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -1.0% | +7.5% | -8.5% | -2.8% |
| 30D | -9.2% | +10.1% | -19.3% | -12.0% |
| 3M | +3.4% | -6.8% | +10.2% | +0.7% |
| 6M | +18.2% | +84.1% | -65.9% | -8.0% |
| YTD | +9.3% | +180.3% | -170.9% | -28.6% |
| 1Y | +5.9% | +411.1% | -405.1% | -45.6% |
| 3Y | +82.6% | +1,375.0% | -1,292.4% | -41.2% |
| 5Y | +44.9% | +991.6% | -946.7% | -48.6% |
| All | +44.9% | +1,011.2% | -966.4% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling