+1,221.5%
WDC vs AR
+47.7%
+1,173.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.0% |
| 7D | +1.7% | +2.5% | -0.8% | +1.3% |
| 30D | -10.0% | +14.8% | -24.8% | -12.4% |
| 3M | -18.8% | +6.2% | -25.0% | -20.1% |
| 6M | +79.0% | +4.3% | +74.7% | +75.7% |
| YTD | +171.6% | +14.4% | +157.2% | +160.4% |
| 1Y | +417.4% | +21.3% | +396.0% | +388.8% |
| 3Y | +1,251.8% | +39.8% | +1,212.0% | +1,122.4% |
| 5Y | +911.7% | +142.1% | +769.6% | +704.6% |
| All | +1,221.5% | +47.7% | +1,173.9% | +1,010.0% |
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