+992.6%
WDC vs B
+154.3%
+838.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.6% |
| 7D | +6.0% | +2.3% | +3.7% | +5.0% |
| 30D | +9.9% | +1.4% | +8.6% | +8.7% |
| 3M | -9.4% | +12.2% | -21.6% | -13.7% |
| 6M | +94.7% | -2.1% | +96.9% | +93.1% |
| YTD | +177.4% | +2.9% | +174.4% | +172.6% |
| 1Y | +412.6% | +55.3% | +357.3% | +355.7% |
| 3Y | +1,359.8% | +198.7% | +1,161.1% | +1,002.7% |
| 5Y | +992.6% | +153.8% | +838.8% | +682.6% |
| All | +992.6% | +154.3% | +838.3% | +682.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling