+668.0%
BE vs WDC
+463.3%
+204.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.0% | +0.1% | -1.6% |
| 7D | +10.8% | +12.1% | -1.3% | +3.4% |
| 30D | -19.8% | -18.8% | -1.0% | -6.9% |
| 3M | -18.7% | -39.3% | +20.6% | +11.7% |
| 6M | -33.7% | -40.1% | +6.4% | -8.4% |
| YTD | +121.0% | +71.8% | +49.2% | +55.2% |
| 1Y | +85.4% | +88.5% | -3.1% | +23.5% |
| 3Y | +1,709.5% | +770.0% | +939.5% | +369.4% |
| 5Y | +462.2% | +549.0% | -86.8% | +67.4% |
| All | +668.0% | +463.3% | +204.7% | +44.8% |
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