+957.1%
WDC vs BDX
-3.5%
+960.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.2% |
| 7D | +4.4% | -5.4% | +9.8% | +5.0% |
| 30D | +5.3% | -2.2% | +7.5% | +5.5% |
| 3M | -5.9% | +20.1% | -26.0% | -9.5% |
| 6M | +73.2% | +9.1% | +64.2% | +71.0% |
| YTD | +167.8% | +17.9% | +150.0% | +158.4% |
| 1Y | +386.0% | +22.1% | +363.9% | +363.4% |
| 3Y | +1,309.7% | -10.5% | +1,320.2% | +1,364.8% |
| 5Y | +957.1% | -2.6% | +959.7% | +933.1% |
| All | +957.1% | -3.5% | +960.6% | +933.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling