+519.9%
WDC vs AS
+133.7%
+386.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.3% | -15.1% | -16.8% |
| 7D | -32.3% | +7.1% | -39.4% | -33.6% |
| 30D | -34.9% | +12.8% | -47.7% | -37.1% |
| 3M | -48.4% | -14.7% | -33.7% | -46.5% |
| 6M | -42.4% | -9.9% | -32.5% | -41.6% |
| YTD | +55.5% | -16.1% | +71.7% | +60.2% |
| 1Y | +67.5% | +0.2% | +67.3% | +64.5% |
| All | +519.9% | +133.7% | +386.1% | +387.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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