+1,868.0%
WDC vs BOXX
+18.5%
+1,849.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | -4.3% | +0.1% | -4.4% | -4.2% |
| 30D | -1.5% | +0.3% | -1.8% | -0.7% |
| 3M | -15.5% | +1.0% | -16.5% | -13.2% |
| 6M | +66.5% | +1.9% | +64.5% | +68.4% |
| YTD | +159.9% | +2.7% | +157.2% | +156.3% |
| 1Y | +366.0% | +4.0% | +361.9% | +354.3% |
| 3Y | +1,285.8% | +14.7% | +1,271.2% | +2,123.4% |
| All | +1,868.0% | +18.5% | +1,849.5% | +4,790.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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