+528.7%
WDC vs COO
-41.6%
+570.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -28.0% | +4.7% | -32.7% | -29.1% |
| 30D | -34.9% | +13.9% | -48.8% | -37.9% |
| 3M | -41.6% | -14.9% | -26.6% | -39.0% |
| 6M | -45.4% | +2.0% | -47.4% | -47.9% |
| YTD | +53.3% | -23.9% | +77.2% | +66.5% |
| 1Y | +61.5% | -9.6% | +71.2% | +62.4% |
| 3Y | +712.3% | -25.4% | +737.8% | +747.2% |
| All | +528.7% | -41.6% | +570.3% | +582.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling