+81.8%
SPY vs WDC
+958.8%
-877.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.9% |
| 7D | +0.5% | +6.0% | -5.4% | -0.5% |
| 30D | -0.9% | +9.9% | -10.9% | -2.9% |
| 3M | +3.9% | -9.4% | +13.3% | +3.1% |
| 6M | +14.5% | +94.7% | -80.2% | -4.0% |
| YTD | +12.9% | +177.4% | -164.4% | -14.3% |
| 1Y | +19.4% | +412.6% | -393.2% | -23.6% |
| 3Y | +78.5% | +1,359.8% | -1,281.3% | -17.4% |
| 5Y | +81.8% | +992.6% | -910.8% | -11.7% |
| All | +81.8% | +958.8% | -877.1% | -11.7% |
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