+660.4%
WDC vs ALM
+2,040.7%
-1,380.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | +0.5% |
| 7D | -16.7% | -6.3% | -10.4% | -16.1% |
| 30D | -27.2% | -31.4% | +4.2% | -24.6% |
| 3M | -34.0% | -40.6% | +6.6% | -31.0% |
| 6M | -39.7% | -58.6% | +18.9% | -35.3% |
| YTD | +68.1% | -7.6% | +75.7% | +70.6% |
| 1Y | +66.3% | +13.8% | +52.5% | +66.6% |
| 3Y | +754.4% | +842.1% | -87.7% | +635.2% |
| 5Y | +595.8% | +407.4% | +188.4% | +506.0% |
| 10Y | +660.4% | +2,079.4% | -1,419.0% | +512.7% |
| All | +660.4% | +2,040.7% | -1,380.3% | +512.7% |
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