+1,188.5%
WDC vs BR
+189.7%
+998.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.3% | -3.0% | -1.3% | -3.1% |
| 30D | -1.5% | -0.3% | -1.2% | -1.9% |
| 3M | -15.5% | +17.3% | -32.8% | -23.5% |
| 6M | +66.5% | -6.7% | +73.2% | +68.0% |
| YTD | +159.9% | -23.4% | +183.3% | +188.6% |
| 1Y | +366.0% | -32.7% | +398.6% | +455.3% |
| 3Y | +1,285.8% | -5.9% | +1,291.7% | +1,203.8% |
| 5Y | +925.6% | +8.4% | +917.1% | +755.8% |
| All | +1,188.5% | +189.7% | +998.9% | +497.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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