+660.4%
WDC vs AR
+52.4%
+608.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.3% | +5.3% | +8.8% |
| 7D | -16.7% | -5.8% | -11.0% | -15.7% |
| 30D | -27.2% | +4.8% | -32.0% | -27.8% |
| 3M | -34.0% | +1.5% | -35.5% | -34.4% |
| 6M | -39.7% | +4.7% | -44.4% | -40.7% |
| YTD | +68.1% | +9.2% | +58.9% | +62.3% |
| 1Y | +66.3% | +11.2% | +55.1% | +59.7% |
| 3Y | +754.4% | +46.2% | +708.2% | +669.2% |
| 5Y | +595.8% | +98.1% | +497.7% | +474.7% |
| 10Y | +660.4% | +54.5% | +605.9% | +537.1% |
| All | +660.4% | +52.4% | +608.0% | +537.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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