+17,821.5%
WDC vs ALL
+3,598.8%
+14,222.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | +0.4% |
| 7D | -28.0% | -1.9% | -26.0% | -27.5% |
| 30D | -34.9% | +13.8% | -48.7% | -38.7% |
| 3M | -41.6% | -7.0% | -34.6% | -40.5% |
| 6M | -45.4% | +18.0% | -63.4% | -50.9% |
| YTD | +53.3% | +24.2% | +29.1% | +33.3% |
| 1Y | +61.5% | +31.2% | +30.4% | +36.6% |
| 3Y | +712.3% | +107.5% | +604.8% | +442.2% |
| 5Y | +524.2% | +144.8% | +379.4% | +276.7% |
| 10Y | +616.5% | +375.8% | +240.7% | +230.3% |
| All | +17,821.5% | +3,598.8% | +14,222.7% | +4,307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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