+992.6%
WDC vs AR
+140.6%
+851.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.3% |
| 7D | +6.0% | -1.8% | +7.8% | +6.4% |
| 30D | +9.9% | +12.6% | -2.7% | +7.0% |
| 3M | -9.4% | +10.0% | -19.4% | -11.9% |
| 6M | +94.7% | +0.6% | +94.1% | +92.1% |
| YTD | +177.4% | +13.4% | +164.0% | +163.6% |
| 1Y | +412.6% | +21.7% | +390.9% | +375.9% |
| 3Y | +1,359.8% | +45.8% | +1,314.0% | +1,177.0% |
| 5Y | +992.6% | +144.3% | +848.3% | +755.4% |
| All | +992.6% | +140.6% | +851.9% | +755.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling