+1,228.2%
WDC vs BB
-0.1%
+1,228.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.8% |
| 7D | +4.4% | -2.1% | +6.5% | +5.0% |
| 30D | +5.3% | -16.0% | +21.3% | +9.6% |
| 3M | -5.9% | -14.5% | +8.6% | -2.9% |
| 6M | +73.2% | +118.6% | -45.3% | +42.1% |
| YTD | +167.8% | +98.9% | +68.9% | +124.3% |
| 1Y | +386.0% | +99.5% | +286.5% | +303.0% |
| 3Y | +1,309.7% | +65.4% | +1,244.4% | +1,046.4% |
| 5Y | +957.1% | -27.6% | +984.7% | +891.4% |
| All | +1,228.2% | -0.1% | +1,228.3% | +783.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling