+1,188.5%
WDC vs BRKR
+155.3%
+1,033.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | -4.3% | -8.7% | +4.4% | -1.0% |
| 30D | -1.5% | -9.9% | +8.4% | +2.1% |
| 3M | -15.5% | -3.1% | -12.4% | -16.9% |
| 6M | +66.5% | +45.5% | +21.0% | +36.1% |
| YTD | +159.9% | +13.7% | +146.2% | +133.9% |
| 1Y | +366.0% | +67.4% | +298.5% | +250.7% |
| 3Y | +1,285.8% | -13.2% | +1,299.0% | +1,173.8% |
| 5Y | +925.6% | -39.5% | +965.0% | +999.2% |
| All | +1,188.5% | +155.3% | +1,033.2% | +638.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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