+479.7%
WDC vs COMP
-52.8%
+532.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.3% |
| 7D | +16.3% | +8.9% | +7.4% | +14.7% |
| 30D | -18.3% | +14.0% | -32.2% | -20.0% |
| 3M | -31.4% | -21.1% | -10.3% | -29.4% |
| 6M | -36.3% | +20.1% | -56.4% | -39.0% |
| YTD | +80.8% | -5.0% | +85.9% | +76.7% |
| 1Y | +87.7% | +5.7% | +82.0% | +80.3% |
| 3Y | +819.4% | +412.2% | +407.2% | +549.7% |
| 5Y | +583.2% | -12.1% | +595.3% | +445.1% |
| All | +479.7% | -52.8% | +532.5% | +382.3% |
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