+1,309.1%
WDC vs ALM
+3,082.3%
-1,773.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.2% | +1.4% |
| 7D | +7.5% | +3.6% | +3.9% | +7.1% |
| 30D | +10.1% | +33.8% | -23.7% | +7.2% |
| 3M | -6.8% | +14.8% | -21.6% | -8.1% |
| 6M | +84.1% | -7.0% | +91.1% | +83.3% |
| YTD | +180.3% | +108.1% | +72.2% | +165.0% |
| 1Y | +411.1% | +313.8% | +97.3% | +360.4% |
| 3Y | +1,375.0% | +2,227.6% | -852.6% | +1,069.7% |
| 5Y | +991.6% | +956.6% | +34.9% | +788.0% |
| 10Y | +1,309.1% | +3,082.3% | -1,773.2% | +932.0% |
| All | +1,309.1% | +3,082.3% | -1,773.2% | +932.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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