+3,017.7%
SPY vs WDC
+10,847.1%
-7,829.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.6% | -16.7% | +16.2% | +1.6% |
| 30D | -3.7% | -27.2% | +23.5% | 0.0% |
| 3M | -2.7% | -34.0% | +31.3% | +1.7% |
| 6M | +2.2% | -39.7% | +41.9% | +6.4% |
| YTD | +10.8% | +68.1% | -57.2% | -0.9% |
| 1Y | +11.2% | +66.3% | -55.1% | -0.7% |
| 3Y | +76.5% | +754.4% | -677.9% | +23.9% |
| 5Y | +72.9% | +595.8% | -522.8% | +22.8% |
| 10Y | +304.8% | +660.4% | -355.6% | +171.6% |
| All | +3,017.7% | +10,847.1% | -7,829.3% | +1,295.1% |
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