+695.1%
WDC vs AA
+48.4%
+646.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.7% | +7.4% |
| 7D | -3.2% | +1.1% | -4.4% | -3.2% |
| 30D | -19.0% | -1.3% | -17.8% | -18.4% |
| 3M | -28.4% | -23.9% | -4.5% | -21.3% |
| 6M | -39.2% | -36.8% | -2.4% | -29.4% |
| YTD | +82.1% | -22.2% | +104.2% | +95.5% |
| 1Y | +84.7% | +10.4% | +74.3% | +75.3% |
| 3Y | +825.6% | +72.0% | +753.6% | +608.5% |
| 5Y | +608.2% | -15.6% | +623.8% | +526.7% |
| 10Y | +695.1% | +47.8% | +647.3% | +347.6% |
| All | +695.1% | +48.4% | +646.7% | +347.6% |
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