+584.9%
WDC vs COMP
-13.7%
+598.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.7% | +4.2% | +9.0% |
| 7D | -14.4% | +14.5% | -29.0% | -16.2% |
| 30D | -27.1% | +14.9% | -42.0% | -28.7% |
| 3M | -33.3% | -14.2% | -19.0% | -32.1% |
| 6M | -39.6% | +23.7% | -63.3% | -42.5% |
| YTD | +68.4% | +2.1% | +66.3% | +62.6% |
| 1Y | +78.2% | +26.2% | +52.0% | +66.2% |
| 3Y | +772.0% | +470.9% | +301.1% | +497.1% |
| 5Y | +584.9% | -14.0% | +598.9% | +432.1% |
| All | +584.9% | -13.7% | +598.6% | +432.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling