+11,253.4%
WDC vs BAX
+899.7%
+10,353.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | +12.1% | +0.1% | +12.0% | +12.1% |
| 30D | -18.8% | +4.1% | -22.9% | -20.1% |
| 3M | -39.3% | -4.5% | -34.8% | -38.8% |
| 6M | -40.1% | +49.2% | -89.4% | -48.6% |
| YTD | +71.8% | +35.2% | +36.6% | +50.0% |
| 1Y | +88.5% | +38.3% | +50.2% | +62.8% |
| 3Y | +770.0% | -19.0% | +789.0% | +760.9% |
| 5Y | +549.0% | -64.2% | +613.2% | +739.8% |
| 10Y | +650.3% | -35.7% | +686.0% | +692.3% |
| All | +11,253.4% | +899.7% | +10,353.7% | +3,601.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling