+1,878.1%
WDC vs AMCR
+102.7%
+1,775.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.8% |
| 7D | +6.0% | -1.8% | +7.8% | +6.7% |
| 30D | +9.9% | -6.0% | +16.0% | +12.2% |
| 3M | -9.4% | +18.9% | -28.3% | -16.5% |
| 6M | +94.7% | +5.7% | +89.1% | +87.5% |
| YTD | +177.4% | +11.1% | +166.3% | +160.1% |
| 1Y | +412.6% | +14.4% | +398.1% | +373.5% |
| 3Y | +1,359.8% | +13.0% | +1,346.8% | +1,220.5% |
| 5Y | +992.6% | -7.5% | +1,000.1% | +983.8% |
| 10Y | +1,245.5% | +20.1% | +1,225.4% | +1,046.7% |
| All | +1,878.1% | +102.7% | +1,775.3% | +1,590.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling