+3,633.2%
WDC vs AG
+445.6%
+3,187.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.8% | +6.2% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | -10.0% | +19.2% | -29.1% | -12.7% |
| 3M | -18.8% | +6.2% | -24.9% | -19.7% |
| 6M | +79.0% | -26.7% | +105.7% | +85.6% |
| YTD | +171.6% | +26.1% | +145.4% | +158.9% |
| 1Y | +417.4% | +131.7% | +285.7% | +348.8% |
| 3Y | +1,251.8% | +255.3% | +996.4% | +961.2% |
| 5Y | +911.7% | +61.9% | +849.8% | +754.5% |
| 10Y | +1,399.6% | +72.0% | +1,327.6% | +1,029.2% |
| All | +3,633.2% | +445.6% | +3,187.6% | +1,454.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling