+660.4%
WDC vs D
+44.7%
+615.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -16.7% | +2.4% | -19.1% | -17.2% |
| 30D | -27.2% | +10.9% | -38.1% | -29.2% |
| 3M | -34.0% | +2.8% | -36.8% | -34.6% |
| 6M | -39.7% | +12.7% | -52.4% | -42.0% |
| YTD | +68.1% | +20.3% | +47.7% | +58.6% |
| 1Y | +66.3% | +17.1% | +49.2% | +57.9% |
| 3Y | +754.4% | +75.1% | +679.3% | +600.4% |
| 5Y | +595.8% | +13.1% | +582.6% | +562.4% |
| 10Y | +660.4% | +48.3% | +612.1% | +609.8% |
| All | +660.4% | +44.7% | +615.7% | +609.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling