+1,188.5%
WDC vs AZO
+296.8%
+891.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -4.3% | -3.6% | -0.7% | -3.3% |
| 30D | -1.5% | -5.6% | +4.1% | 0.0% |
| 3M | -15.5% | -6.6% | -8.8% | -14.9% |
| 6M | +66.5% | -22.5% | +89.0% | +77.3% |
| YTD | +159.9% | -15.2% | +175.0% | +167.6% |
| 1Y | +366.0% | -33.9% | +399.9% | +422.1% |
| 3Y | +1,285.8% | +11.8% | +1,274.0% | +1,131.0% |
| 5Y | +925.6% | +85.5% | +840.0% | +611.0% |
| All | +1,188.5% | +296.8% | +891.7% | +649.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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