+584.9%
WDC vs AA
-9.6%
+594.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.8% | +4.1% | +7.9% |
| 7D | -14.4% | +4.8% | -19.2% | -15.5% |
| 30D | -27.1% | -0.6% | -26.4% | -26.7% |
| 3M | -33.3% | -16.3% | -17.0% | -29.4% |
| 6M | -39.6% | -33.4% | -6.2% | -31.6% |
| YTD | +68.4% | -20.7% | +89.1% | +79.1% |
| 1Y | +78.2% | +12.9% | +65.2% | +69.3% |
| 3Y | +772.0% | +75.7% | +696.3% | +588.4% |
| 5Y | +584.9% | -6.8% | +591.7% | +459.1% |
| All | +584.9% | -9.6% | +594.5% | +459.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling