+1,228.2%
WDC vs AA
+123.1%
+1,105.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -2.8% |
| 7D | +4.4% | -5.4% | +9.8% | +6.4% |
| 30D | +5.3% | -10.7% | +16.0% | +9.1% |
| 3M | -5.9% | -26.2% | +20.3% | +3.4% |
| 6M | +73.2% | -20.9% | +94.2% | +83.6% |
| YTD | +167.8% | -8.6% | +176.5% | +171.1% |
| 1Y | +386.0% | +57.4% | +328.6% | +304.9% |
| 3Y | +1,309.7% | +77.8% | +1,231.9% | +957.5% |
| 5Y | +957.1% | +2.7% | +954.4% | +759.2% |
| All | +1,228.2% | +123.1% | +1,105.1% | +554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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