+660.4%
WDC vs C
+218.0%
+442.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -16.7% | -0.4% | -16.4% | -16.0% |
| 30D | -27.2% | -5.2% | -22.0% | -24.1% |
| 3M | -34.0% | -9.1% | -24.9% | -29.4% |
| 6M | -39.7% | -1.6% | -38.1% | -38.3% |
| YTD | +68.1% | +6.9% | +61.1% | +61.7% |
| 1Y | +66.3% | +23.0% | +43.3% | +45.5% |
| 3Y | +754.4% | +216.1% | +538.3% | +282.2% |
| 5Y | +595.8% | +112.2% | +483.5% | +302.7% |
| 10Y | +660.4% | +208.8% | +451.6% | +272.9% |
| All | +660.4% | +218.0% | +442.4% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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