+642.9%
WDC vs ALB
+32.4%
+610.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.5% |
| 7D | +12.1% | -5.8% | +17.8% | +14.4% |
| 30D | -18.8% | -4.5% | -14.3% | -17.8% |
| 3M | -39.3% | -28.1% | -11.2% | -32.8% |
| 6M | -40.1% | -53.2% | +13.0% | -23.3% |
| YTD | +71.8% | -33.3% | +105.1% | +92.3% |
| 1Y | +88.5% | -17.4% | +105.9% | +96.2% |
| 3Y | +770.0% | -14.1% | +784.1% | +687.4% |
| 5Y | +549.0% | -64.0% | +613.1% | +682.5% |
| All | +642.9% | +32.4% | +610.5% | +334.8% |
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