+1,188.5%
WDC vs AMCR
+14.6%
+1,173.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.2% |
| 7D | -4.3% | -6.3% | +2.0% | -1.3% |
| 30D | -1.5% | -7.8% | +6.3% | +2.1% |
| 3M | -15.5% | +7.5% | -23.0% | -20.2% |
| 6M | +66.5% | +2.7% | +63.8% | +60.5% |
| YTD | +159.9% | +6.0% | +153.8% | +143.7% |
| 1Y | +366.0% | +7.8% | +358.2% | +331.4% |
| 3Y | +1,285.8% | +5.8% | +1,280.0% | +1,143.2% |
| 5Y | +925.6% | -11.6% | +937.2% | +929.5% |
| All | +1,188.5% | +14.6% | +1,173.9% | +931.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling