+659.6%
WDC vs ADVB
-97.1%
+756.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.0% | -1.6% | +8.0% |
| 7D | -3.2% | +10.5% | -13.7% | -3.5% |
| 30D | -19.0% | -56.0% | +37.0% | -17.5% |
| 3M | -28.4% | -70.1% | +41.7% | -26.7% |
| 6M | -39.2% | -53.7% | +14.5% | -38.9% |
| YTD | +82.1% | -60.3% | +142.3% | +82.6% |
| 1Y | +84.7% | -73.1% | +157.8% | +87.4% |
| All | +659.6% | -97.1% | +756.7% | +829.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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