+695.1%
WDC vs BAX
-35.7%
+730.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.4% |
| 7D | -3.2% | -0.6% | -2.6% | -2.9% |
| 30D | -19.0% | +6.3% | -25.3% | -20.6% |
| 3M | -28.4% | -4.6% | -23.9% | -27.8% |
| 6M | -39.2% | +50.4% | -89.6% | -47.4% |
| YTD | +82.1% | +38.0% | +44.0% | +59.4% |
| 1Y | +84.7% | +44.6% | +40.0% | +58.4% |
| 3Y | +825.6% | -15.1% | +840.8% | +811.0% |
| 5Y | +608.2% | -63.3% | +671.5% | +936.9% |
| 10Y | +695.1% | -34.4% | +729.5% | +827.3% |
| All | +695.1% | -35.7% | +730.8% | +827.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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