+601.1%
WDC vs ADVB
-97.4%
+698.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.3% |
| 7D | -16.7% | -4.1% | -12.7% | -16.6% |
| 30D | -27.2% | -60.3% | +33.1% | -25.6% |
| 3M | -34.0% | -73.3% | +39.3% | -32.1% |
| 6M | -39.7% | -65.9% | +26.2% | -39.0% |
| YTD | +68.1% | -63.9% | +131.9% | +69.1% |
| 1Y | +66.3% | -74.1% | +140.4% | +69.1% |
| All | +601.1% | -97.4% | +698.5% | +761.0% |
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