+660.4%
WDC vs B
+184.6%
+475.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +1.3% |
| 7D | -16.7% | +7.1% | -23.9% | -18.3% |
| 30D | -27.2% | -3.3% | -23.9% | -26.8% |
| 3M | -34.0% | -2.5% | -31.5% | -34.1% |
| 6M | -39.7% | -7.2% | -32.5% | -39.2% |
| YTD | +68.1% | -7.4% | +75.4% | +70.0% |
| 1Y | +66.3% | +16.4% | +49.9% | +61.2% |
| 3Y | +754.4% | +178.7% | +575.7% | +601.7% |
| 5Y | +595.8% | +121.7% | +474.1% | +479.5% |
| 10Y | +660.4% | +208.6% | +451.8% | +493.5% |
| All | +660.4% | +184.6% | +475.8% | +493.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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