+1,245.5%
WDC vs D
+35.9%
+1,209.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.0% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +9.9% | -0.7% | +10.7% | +10.2% |
| 3M | -9.4% | +2.1% | -11.5% | -10.0% |
| 6M | +94.7% | +6.8% | +87.9% | +90.3% |
| YTD | +177.4% | +16.5% | +160.8% | +164.5% |
| 1Y | +412.6% | +19.2% | +393.4% | +384.2% |
| 3Y | +1,359.8% | +61.9% | +1,297.9% | +1,124.7% |
| 5Y | +992.6% | +6.5% | +986.0% | +961.5% |
| 10Y | +1,245.5% | +35.3% | +1,210.2% | +1,163.4% |
| All | +1,245.5% | +35.9% | +1,209.6% | +1,163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded D 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling