+595.8%
WDC vs ADI
+133.6%
+462.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -16.7% | -6.3% | -10.4% | -11.3% |
| 30D | -27.2% | -3.2% | -24.0% | -24.1% |
| 3M | -34.0% | +2.8% | -36.8% | -34.7% |
| 6M | -39.7% | -5.0% | -34.7% | -35.4% |
| YTD | +68.1% | +46.3% | +21.7% | +32.4% |
| 1Y | +66.3% | +71.6% | -5.3% | +17.2% |
| 3Y | +754.4% | +139.2% | +615.2% | +345.5% |
| 5Y | +595.8% | +136.4% | +459.4% | +248.3% |
| All | +595.8% | +133.6% | +462.1% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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