+695.1%
WDC vs AME
+437.3%
+257.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.8% | +7.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | -19.0% | -4.1% | -14.9% | -14.6% |
| 3M | -28.4% | -6.3% | -22.1% | -23.0% |
| 6M | -39.2% | +3.5% | -42.8% | -39.8% |
| YTD | +82.1% | +17.3% | +64.8% | +62.8% |
| 1Y | +84.7% | +22.0% | +62.6% | +59.6% |
| 3Y | +825.6% | +62.0% | +763.6% | +514.5% |
| 5Y | +608.2% | +78.5% | +529.7% | +326.6% |
| 10Y | +695.1% | +441.6% | +253.5% | +145.6% |
| All | +695.1% | +437.3% | +257.8% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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