+11,931.6%
WDC vs AA
+225.4%
+11,706.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.7% | +7.3% |
| 7D | -3.2% | +1.1% | -4.4% | -3.3% |
| 30D | -19.0% | -1.3% | -17.8% | -18.3% |
| 3M | -28.4% | -23.9% | -4.5% | -20.5% |
| 6M | -39.2% | -36.8% | -2.4% | -28.2% |
| YTD | +82.1% | -22.2% | +104.2% | +96.7% |
| 1Y | +84.7% | +10.4% | +74.3% | +73.5% |
| 3Y | +825.6% | +72.0% | +753.6% | +578.0% |
| 5Y | +608.2% | -15.6% | +623.8% | +513.2% |
| 10Y | +695.1% | +47.8% | +647.3% | +331.7% |
| All | +11,931.6% | +225.4% | +11,706.2% | +2,689.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling