+682.0%
WDC vs D
+47.7%
+634.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +16.3% | -3.1% | +19.3% | +17.0% |
| 30D | -18.3% | +8.4% | -26.6% | -20.0% |
| 3M | -31.4% | +0.2% | -31.7% | -31.7% |
| 6M | -36.3% | +9.5% | -45.8% | -38.3% |
| YTD | +80.8% | +18.8% | +62.0% | +71.2% |
| 1Y | +87.7% | +14.7% | +73.0% | +79.1% |
| 3Y | +819.4% | +72.9% | +746.5% | +655.3% |
| 5Y | +583.2% | +13.1% | +570.1% | +548.8% |
| All | +682.0% | +47.7% | +634.3% | +623.1% |
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