+692.8%
GOOGL vs WDC
+653.2%
+39.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | +0.1% |
| 7D | +3.9% | +12.1% | -8.2% | +1.1% |
| 30D | -14.9% | -18.8% | +3.9% | -11.8% |
| 3M | -14.6% | -39.3% | +24.8% | -6.4% |
| 6M | -26.4% | -40.1% | +13.7% | -22.0% |
| YTD | -5.3% | +71.8% | -77.1% | -25.4% |
| 1Y | +6.5% | +88.5% | -82.0% | -18.6% |
| 3Y | +126.0% | +770.0% | -643.9% | +9.2% |
| 5Y | +100.8% | +549.0% | -448.2% | +1.6% |
| All | +692.8% | +653.2% | +39.6% | +269.4% |
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