+2,210.3%
WDC vs AG
+288.7%
+1,921.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.7% |
| 7D | -16.7% | +6.0% | -22.7% | -17.5% |
| 30D | -27.2% | -13.5% | -13.7% | -25.6% |
| 3M | -34.0% | -20.7% | -13.3% | -31.9% |
| 6M | -39.7% | -31.5% | -8.2% | -36.5% |
| YTD | +68.1% | -10.1% | +78.2% | +68.6% |
| 1Y | +66.3% | +26.0% | +40.3% | +58.7% |
| 3Y | +754.4% | +228.9% | +525.5% | +584.3% |
| 5Y | +595.8% | +8.7% | +587.1% | +524.0% |
| 10Y | +660.4% | +71.9% | +588.5% | +479.8% |
| All | +2,210.3% | +288.7% | +1,921.6% | +912.3% |
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 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