+1,245.5%
WDC vs ALB
+78.9%
+1,166.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.2% |
| 7D | +6.0% | -4.4% | +10.4% | +7.5% |
| 30D | +9.9% | -1.2% | +11.1% | +9.9% |
| 3M | -9.4% | -13.3% | +3.9% | -5.4% |
| 6M | +94.7% | -19.8% | +114.5% | +106.6% |
| YTD | +177.4% | -7.9% | +185.3% | +179.6% |
| 1Y | +412.6% | +60.2% | +352.4% | +322.3% |
| 3Y | +1,359.8% | -26.4% | +1,386.2% | +1,329.7% |
| 5Y | +992.6% | -42.5% | +1,035.1% | +1,006.8% |
| 10Y | +1,245.5% | +83.0% | +1,162.5% | +601.4% |
| All | +1,245.5% | +78.9% | +1,166.6% | +601.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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