+13,447.0%
GOOG vs WDC
+11,096.0%
+2,350.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | +1.1% | +6.0% | -4.9% | -0.4% |
| 30D | -5.1% | +9.9% | -15.0% | -7.6% |
| 3M | -7.1% | -9.4% | +2.3% | -7.9% |
| 6M | +12.7% | +94.7% | -82.1% | -8.6% |
| YTD | +7.1% | +177.4% | -170.3% | -22.2% |
| 1Y | +43.6% | +412.6% | -369.0% | -11.8% |
| 3Y | +146.8% | +1,359.8% | -1,213.0% | +12.2% |
| 5Y | +133.7% | +992.6% | -858.9% | +11.2% |
| 10Y | +773.3% | +1,245.5% | -472.2% | +254.8% |
| All | +13,447.0% | +11,096.0% | +2,350.9% | +2,494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling