+438.7%
WDC vs COMP
-53.0%
+491.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +0.9% |
| 7D | -16.7% | +7.2% | -23.9% | -17.6% |
| 30D | -27.2% | +6.4% | -33.6% | -28.0% |
| 3M | -34.0% | -19.4% | -14.6% | -32.3% |
| 6M | -39.7% | +14.6% | -54.3% | -41.9% |
| YTD | +68.1% | -5.5% | +73.5% | +64.3% |
| 1Y | +66.3% | +13.7% | +52.7% | +57.9% |
| 3Y | +754.4% | +409.7% | +344.7% | +504.1% |
| 5Y | +595.8% | -17.0% | +612.8% | +456.5% |
| All | +438.7% | -53.0% | +491.7% | +348.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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