+1,245.5%
WDC vs CAPR
-77.1%
+1,322.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.8% | +2.2% |
| 7D | +6.0% | -9.5% | +15.5% | +6.2% |
| 30D | +9.9% | +121.5% | -111.6% | +7.8% |
| 3M | -9.4% | -65.4% | +56.0% | -8.6% |
| 6M | +94.7% | -67.5% | +162.3% | +96.6% |
| YTD | +177.4% | -68.6% | +246.0% | +180.0% |
| 1Y | +412.6% | +42.7% | +369.9% | +378.6% |
| 3Y | +1,359.8% | +43.4% | +1,316.4% | +1,201.1% |
| 5Y | +992.6% | +86.0% | +906.5% | +847.5% |
| 10Y | +1,245.5% | -77.4% | +1,322.9% | +965.2% |
| All | +1,245.5% | -77.1% | +1,322.6% | +965.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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