+135.0%
GOOG vs WDC
+931.6%
-796.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.5% |
| 7D | -2.5% | +4.4% | -6.9% | -3.5% |
| 30D | -3.6% | +5.3% | -8.9% | -5.2% |
| 3M | -6.4% | -5.9% | -0.5% | -8.3% |
| 6M | +7.8% | +73.2% | -65.5% | -10.5% |
| YTD | +5.5% | +167.8% | -162.4% | -23.9% |
| 1Y | +38.3% | +386.0% | -347.7% | -17.6% |
| 3Y | +143.1% | +1,309.7% | -1,166.6% | -1.5% |
| 5Y | +135.0% | +957.1% | -822.1% | +2.2% |
| All | +135.0% | +931.6% | -796.6% | +2.2% |
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