+1,309.1%
WDC vs AG
+64.8%
+1,244.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.7% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | +10.1% | +12.5% | -2.4% | +7.4% |
| 3M | -6.8% | +28.2% | -35.0% | -11.1% |
| 6M | +84.1% | -18.8% | +103.0% | +88.2% |
| YTD | +180.3% | +27.4% | +152.9% | +165.1% |
| 1Y | +411.1% | +132.2% | +278.9% | +337.8% |
| 3Y | +1,375.0% | +286.9% | +1,088.1% | +1,024.6% |
| 5Y | +991.6% | +72.8% | +918.8% | +798.2% |
| 10Y | +1,309.1% | +74.6% | +1,234.5% | +977.0% |
| All | +1,309.1% | +64.8% | +1,244.3% | +977.0% |
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