+1,221.5%
WDC vs B
+189.6%
+1,032.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.1% | +6.4% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | -10.0% | +9.4% | -19.4% | -12.4% |
| 3M | -18.8% | +5.0% | -23.7% | -20.1% |
| 6M | +79.0% | -3.5% | +82.6% | +78.9% |
| YTD | +171.6% | +4.5% | +167.1% | +167.9% |
| 1Y | +417.4% | +67.8% | +349.6% | +368.6% |
| 3Y | +1,251.8% | +196.7% | +1,055.1% | +999.8% |
| 5Y | +911.7% | +151.9% | +759.8% | +726.3% |
| All | +1,221.5% | +189.6% | +1,032.0% | +931.6% |
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