+1,188.5%
WDC vs BDX
+59.3%
+1,129.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -4.3% | -3.2% | -1.1% | -3.4% |
| 30D | -1.5% | -2.5% | +1.1% | -0.9% |
| 3M | -15.5% | +21.4% | -36.9% | -22.5% |
| 6M | +66.5% | +10.4% | +56.0% | +57.9% |
| YTD | +159.9% | +18.8% | +141.0% | +138.7% |
| 1Y | +366.0% | +21.7% | +344.3% | +322.4% |
| 3Y | +1,285.8% | -10.0% | +1,295.8% | +1,301.7% |
| 5Y | +925.6% | -1.8% | +927.4% | +875.7% |
| All | +1,188.5% | +59.3% | +1,129.2% | +979.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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