+957.1%
WDC vs AU
+673.1%
+284.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -3.5% |
| 7D | +4.4% | -7.0% | +11.4% | +6.0% |
| 30D | +5.3% | +7.3% | -2.0% | +3.2% |
| 3M | -5.9% | +33.2% | -39.1% | -12.2% |
| 6M | +73.2% | -0.6% | +73.9% | +70.4% |
| YTD | +167.8% | +26.2% | +141.7% | +153.4% |
| 1Y | +386.0% | +68.3% | +317.7% | +340.6% |
| 3Y | +1,309.7% | +592.1% | +717.6% | +941.3% |
| 5Y | +957.1% | +685.3% | +271.8% | +621.9% |
| All | +957.1% | +673.1% | +284.0% | +621.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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