+1,245.5%
WDC vs COO
+43.7%
+1,201.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.9% | +3.4% |
| 7D | +6.0% | -2.3% | +8.3% | +7.0% |
| 30D | +9.9% | -8.8% | +18.7% | +14.3% |
| 3M | -9.4% | +1.3% | -10.7% | -11.7% |
| 6M | +94.7% | -11.6% | +106.3% | +101.6% |
| YTD | +177.4% | -17.4% | +194.8% | +197.6% |
| 1Y | +412.6% | -1.6% | +414.2% | +395.9% |
| 3Y | +1,359.8% | -22.6% | +1,382.4% | +1,437.9% |
| 5Y | +992.6% | -40.3% | +1,032.9% | +1,214.0% |
| 10Y | +1,245.5% | +45.2% | +1,200.3% | +1,002.7% |
| All | +1,245.5% | +43.7% | +1,201.8% | +1,002.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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