+583.6%
WDC vs AR
+44.3%
+539.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -28.0% | -14.3% | -13.7% | -25.8% |
| 30D | -34.9% | +1.4% | -36.4% | -35.1% |
| 3M | -41.6% | +3.4% | -44.9% | -42.1% |
| 6M | -45.4% | -2.1% | -43.3% | -45.6% |
| YTD | +53.3% | +4.7% | +48.6% | +49.1% |
| 1Y | +61.5% | +10.6% | +51.0% | +55.1% |
| 3Y | +712.3% | +24.6% | +687.8% | +652.3% |
| 5Y | +524.2% | +71.9% | +452.3% | +428.1% |
| All | +583.6% | +44.3% | +539.3% | +469.0% |
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