+11,005.7%
WDC vs AA
+217.0%
+10,788.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.5% |
| 7D | -16.7% | +1.2% | -18.0% | -16.9% |
| 30D | -27.2% | -5.0% | -22.2% | -25.5% |
| 3M | -34.0% | -22.2% | -11.8% | -27.4% |
| 6M | -39.7% | -36.3% | -3.4% | -29.0% |
| YTD | +68.1% | -24.2% | +92.2% | +83.3% |
| 1Y | +66.3% | +3.9% | +62.4% | +59.9% |
| 3Y | +754.4% | +67.6% | +686.8% | +531.8% |
| 5Y | +595.8% | -8.8% | +604.6% | +483.0% |
| 10Y | +660.4% | +45.0% | +615.4% | +315.6% |
| All | +11,005.7% | +217.0% | +10,788.7% | +2,499.8% |
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