+311.1%
SPY vs WDC
+725.5%
-414.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | -0.3% |
| 7D | -0.9% | -3.2% | +2.3% | -0.6% |
| 30D | -2.4% | -19.0% | +16.7% | +1.0% |
| 3M | -1.2% | -28.4% | +27.3% | +3.9% |
| 6M | +3.3% | -39.2% | +42.5% | +9.1% |
| YTD | +12.3% | +82.1% | -69.8% | -10.0% |
| 1Y | +12.4% | +84.7% | -72.2% | -10.6% |
| 3Y | +78.8% | +825.6% | -746.8% | -8.7% |
| 5Y | +75.2% | +608.2% | -533.0% | -7.6% |
| 10Y | +311.1% | +695.1% | -384.0% | +95.3% |
| All | +311.1% | +725.5% | -414.4% | +95.3% |
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