+992.6%
WDC vs BAX
-67.0%
+1,059.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +2.6% |
| 7D | +6.0% | -2.4% | +8.4% | +6.3% |
| 30D | +9.9% | -9.7% | +19.7% | +11.4% |
| 3M | -9.4% | +29.3% | -38.6% | -13.6% |
| 6M | +94.7% | +40.7% | +54.1% | +81.9% |
| YTD | +177.4% | +30.3% | +147.1% | +160.7% |
| 1Y | +412.6% | +3.4% | +409.2% | +403.3% |
| 3Y | +1,359.8% | -32.0% | +1,391.8% | +1,446.9% |
| 5Y | +992.6% | -66.9% | +1,059.4% | +1,380.0% |
| All | +992.6% | -67.0% | +1,059.6% | +1,380.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling