+11,028.0%
WDC vs COO
+5,493.5%
+5,534.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.3% | +9.6% |
| 7D | -14.4% | +4.3% | -18.7% | -14.8% |
| 30D | -27.1% | +17.6% | -44.6% | -28.5% |
| 3M | -33.3% | -13.9% | -19.4% | -32.3% |
| 6M | -39.6% | +6.6% | -46.1% | -40.6% |
| YTD | +68.4% | -22.0% | +90.4% | +71.9% |
| 1Y | +78.2% | -8.8% | +87.0% | +78.5% |
| 3Y | +772.0% | -21.5% | +793.5% | +784.3% |
| 5Y | +584.9% | -41.0% | +625.9% | +616.7% |
| 10Y | +653.4% | +40.9% | +612.6% | +627.6% |
| All | +11,028.0% | +5,493.5% | +5,534.5% | +8,650.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling