+21,321.1%
WDC vs BG
+1,185.2%
+20,135.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.2% | +0.3% |
| 7D | +6.0% | +2.4% | +3.6% | +4.9% |
| 30D | +9.9% | +15.0% | -5.1% | +3.7% |
| 3M | -9.4% | -0.7% | -8.7% | -10.1% |
| 6M | +94.7% | +7.5% | +87.2% | +87.0% |
| YTD | +177.4% | +41.6% | +135.8% | +137.9% |
| 1Y | +412.6% | +50.7% | +361.9% | +325.6% |
| 3Y | +1,359.8% | +20.3% | +1,339.5% | +1,188.2% |
| 5Y | +992.6% | +85.2% | +907.3% | +673.4% |
| 10Y | +1,245.5% | +160.6% | +1,084.9% | +671.7% |
| All | +21,321.1% | +1,185.2% | +20,135.9% | +6,363.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling