+1,051.9%
WDC vs ABNB
+16.6%
+1,035.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | -4.3% | -6.5% | +2.2% | -2.5% |
| 30D | -1.5% | -5.5% | +4.0% | -0.2% |
| 3M | -15.5% | +30.0% | -45.5% | -23.4% |
| 6M | +66.5% | +27.6% | +38.9% | +51.5% |
| YTD | +159.9% | +25.4% | +134.5% | +137.0% |
| 1Y | +366.0% | +38.3% | +327.6% | +311.0% |
| 3Y | +1,285.8% | +15.5% | +1,270.3% | +1,162.5% |
| 5Y | +925.6% | +3.0% | +922.5% | +792.4% |
| All | +1,051.9% | +16.6% | +1,035.4% | +912.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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