+307.8%
SPY vs WDC
+653.2%
-345.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.6% |
| 7D | +2.6% | +12.1% | -9.5% | +0.1% |
| 30D | -2.0% | -18.8% | +16.8% | +1.3% |
| 3M | -2.8% | -39.3% | +36.5% | +5.8% |
| 6M | +2.1% | -40.1% | +42.3% | +8.2% |
| YTD | +11.5% | +71.8% | -60.3% | -9.6% |
| 1Y | +13.5% | +88.5% | -75.0% | -10.5% |
| 3Y | +77.7% | +770.0% | -692.3% | -8.1% |
| 5Y | +72.6% | +549.0% | -476.4% | -7.2% |
| All | +307.8% | +653.2% | -345.4% | +96.0% |
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