+17,845.4%
WDC vs AA
+295.2%
+17,550.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +8.0% | +6.7% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | -10.0% | +5.0% | -14.9% | -12.2% |
| 3M | -18.8% | -35.8% | +17.1% | -4.4% |
| 6M | +79.0% | -18.4% | +97.4% | +88.7% |
| YTD | +171.6% | -5.5% | +177.0% | +171.2% |
| 1Y | +417.4% | +61.0% | +356.4% | +315.4% |
| 3Y | +1,251.8% | +66.2% | +1,185.6% | +892.7% |
| 5Y | +911.7% | +11.4% | +900.3% | +669.2% |
| 10Y | +1,399.6% | +116.9% | +1,282.8% | +589.4% |
| All | +17,845.4% | +295.2% | +17,550.2% | +3,745.8% |
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