+642.9%
WDC vs AME
+444.5%
+198.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.4% |
| 7D | +12.1% | +5.9% | +6.2% | +6.3% |
| 30D | -18.8% | -1.9% | -16.9% | -16.2% |
| 3M | -39.3% | -5.4% | -33.9% | -35.4% |
| 6M | -40.1% | +4.9% | -45.1% | -41.4% |
| YTD | +71.8% | +18.5% | +53.3% | +52.1% |
| 1Y | +88.5% | +25.5% | +63.0% | +58.6% |
| 3Y | +770.0% | +63.0% | +707.0% | +473.8% |
| 5Y | +549.0% | +78.3% | +470.7% | +290.9% |
| All | +642.9% | +444.5% | +198.4% | +127.7% |
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