+391.4%
WDC vs COMP
-52.0%
+443.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.2% | -3.0% |
| 7D | -28.0% | +13.4% | -41.4% | -29.4% |
| 30D | -34.9% | +11.1% | -46.0% | -36.1% |
| 3M | -41.6% | -18.8% | -22.7% | -40.1% |
| 6M | -45.4% | +10.5% | -55.9% | -47.0% |
| YTD | +53.3% | -3.4% | +56.7% | +49.4% |
| 1Y | +61.5% | +19.7% | +41.8% | +52.2% |
| 3Y | +712.3% | +381.6% | +330.7% | +479.3% |
| 5Y | +524.2% | -17.6% | +541.8% | +398.5% |
| All | +391.4% | -52.0% | +443.3% | +307.6% |
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