+3,094.0%
SPY vs WDC
+17,589.0%
-14,495.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.2% | -1.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | +0.1% | -10.0% | +10.0% | +1.1% |
| 3M | +2.0% | -18.8% | +20.7% | +3.1% |
| 6M | +13.0% | +79.0% | -66.0% | +2.1% |
| YTD | +13.5% | +171.6% | -158.0% | -4.0% |
| 1Y | +20.0% | +417.4% | -397.4% | -7.8% |
| 3Y | +77.2% | +1,251.8% | -1,174.6% | +17.7% |
| 5Y | +81.9% | +911.7% | -829.8% | +23.6% |
| 10Y | +314.1% | +1,399.6% | -1,085.6% | +156.3% |
| All | +3,094.0% | +17,589.0% | -14,495.0% | +1,251.3% |
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 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