+934.0%
BE vs WDC
+778.2%
+155.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -1.1% |
| 7D | +9.7% | +4.4% | +5.3% | +6.9% |
| 30D | +22.4% | +5.3% | +17.1% | +17.7% |
| 3M | +10.4% | -5.9% | +16.3% | +14.6% |
| 6M | +67.9% | +73.2% | -5.4% | +19.0% |
| YTD | +197.5% | +167.8% | +29.6% | +57.0% |
| 1Y | +310.6% | +386.0% | -75.4% | +53.2% |
| 3Y | +1,657.2% | +1,309.7% | +347.5% | +231.4% |
| 5Y | +1,218.2% | +957.1% | +261.1% | +184.9% |
| All | +934.0% | +778.2% | +155.8% | +46.5% |
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