+1,228.2%
WDC vs AME
+427.9%
+800.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -3.6% |
| 7D | +4.4% | 0.0% | +4.4% | +4.5% |
| 30D | +5.3% | -8.6% | +13.9% | +14.6% |
| 3M | -5.9% | +5.8% | -11.7% | -9.5% |
| 6M | +73.2% | +3.8% | +69.4% | +70.5% |
| YTD | +167.8% | +14.4% | +153.4% | +142.9% |
| 1Y | +386.0% | +25.8% | +360.2% | +302.8% |
| 3Y | +1,309.7% | +55.2% | +1,254.5% | +865.8% |
| 5Y | +957.1% | +85.5% | +871.6% | +512.3% |
| All | +1,228.2% | +427.9% | +800.3% | +334.6% |
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