+642.9%
WDC vs AG
+76.0%
+566.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.4% | -2.6% | -4.6% |
| 7D | +12.1% | -10.0% | +22.0% | +14.3% |
| 30D | -18.8% | -10.5% | -8.3% | -17.1% |
| 3M | -39.3% | -27.3% | -12.1% | -36.0% |
| 6M | -40.1% | -43.0% | +2.9% | -34.4% |
| YTD | +71.8% | -17.9% | +89.7% | +75.3% |
| 1Y | +88.5% | +11.9% | +76.5% | +82.7% |
| 3Y | +770.0% | +201.8% | +568.2% | +592.2% |
| 5Y | +549.0% | -0.1% | +549.1% | +482.5% |
| All | +642.9% | +76.0% | +566.8% | +469.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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