+653.4%
WDC vs CAPR
-64.9%
+718.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.4% | +0.4% | +9.7% |
| 7D | -14.4% | +36.0% | -50.5% | -15.0% |
| 30D | -27.1% | +25.8% | -52.9% | -27.5% |
| 3M | -33.3% | +140.8% | -174.1% | -34.8% |
| 6M | -39.6% | -67.6% | +28.0% | -39.1% |
| YTD | +68.4% | -65.9% | +134.3% | +69.4% |
| 1Y | +78.2% | +66.1% | +12.0% | +65.5% |
| 3Y | +772.0% | +256.9% | +515.1% | +653.7% |
| 5Y | +584.9% | +172.1% | +412.8% | +486.0% |
| 10Y | +653.4% | -64.7% | +718.1% | +498.1% |
| All | +653.4% | -64.9% | +718.4% | +498.1% |
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