+616.8%
WDC vs ADVB
-96.8%
+713.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -23.6% | +18.6% | -4.1% |
| 7D | +12.1% | +27.8% | -15.7% | +10.8% |
| 30D | -18.8% | -50.8% | +32.0% | -17.8% |
| 3M | -39.3% | -70.5% | +31.2% | -38.1% |
| 6M | -40.1% | -46.7% | +6.6% | -40.2% |
| YTD | +71.8% | -56.7% | +128.5% | +71.3% |
| 1Y | +88.5% | -71.8% | +160.2% | +90.4% |
| All | +616.8% | -96.8% | +713.6% | +772.2% |
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