+1,188.5%
WDC vs BG
+166.7%
+1,021.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.2% | -2.3% |
| 7D | -4.3% | +3.1% | -7.4% | -5.5% |
| 30D | -1.5% | +10.2% | -11.7% | -5.3% |
| 3M | -15.5% | -1.7% | -13.8% | -15.6% |
| 6M | +66.5% | +1.0% | +65.5% | +64.1% |
| YTD | +159.9% | +39.9% | +119.9% | +124.5% |
| 1Y | +366.0% | +53.2% | +312.7% | +285.4% |
| 3Y | +1,285.8% | +16.3% | +1,269.6% | +1,148.7% |
| 5Y | +925.6% | +83.9% | +841.7% | +608.2% |
| All | +1,188.5% | +166.7% | +1,021.9% | +578.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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