+10,029.5%
WDC vs B
+719.1%
+9,310.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | -28.0% | +9.6% | -37.5% | -28.7% |
| 30D | -34.9% | +3.5% | -38.5% | -35.2% |
| 3M | -41.6% | -1.6% | -40.0% | -41.7% |
| 6M | -45.4% | -1.7% | -43.7% | -45.4% |
| YTD | +53.3% | -5.3% | +58.6% | +53.9% |
| 1Y | +61.5% | +27.2% | +34.3% | +58.0% |
| 3Y | +712.3% | +166.1% | +546.2% | +642.0% |
| 5Y | +524.2% | +136.5% | +387.7% | +471.4% |
| 10Y | +616.5% | +172.2% | +444.3% | +538.1% |
| All | +10,029.5% | +719.1% | +9,310.4% | +10,053.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling