+1,188.5%
WDC vs ALNY
+260.0%
+928.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -4.3% | -6.5% | +2.2% | -3.5% |
| 30D | -1.5% | +11.0% | -12.5% | -2.9% |
| 3M | -15.5% | -14.1% | -1.4% | -15.3% |
| 6M | +66.5% | -22.4% | +88.8% | +69.0% |
| YTD | +159.9% | -37.5% | +197.3% | +171.8% |
| 1Y | +366.0% | -46.9% | +412.9% | +398.6% |
| 3Y | +1,285.8% | +22.1% | +1,263.8% | +1,189.2% |
| 5Y | +925.6% | +31.2% | +894.4% | +816.1% |
| All | +1,188.5% | +260.0% | +928.6% | +915.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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