+653.4%
WDC vs B
+183.2%
+470.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.6% | +8.9% |
| 7D | -14.4% | +11.3% | -25.7% | -16.7% |
| 30D | -27.1% | +2.9% | -30.0% | -27.7% |
| 3M | -33.3% | -2.9% | -30.4% | -33.3% |
| 6M | -39.6% | -1.2% | -38.4% | -39.9% |
| YTD | +68.4% | -1.3% | +69.7% | +67.9% |
| 1Y | +78.2% | +30.4% | +47.7% | +68.7% |
| 3Y | +772.0% | +195.3% | +576.7% | +606.7% |
| 5Y | +584.9% | +146.2% | +438.7% | +459.0% |
| 10Y | +653.4% | +200.5% | +453.0% | +482.0% |
| All | +653.4% | +183.2% | +470.2% | +482.0% |
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