+583.6%
WDC vs D
+42.6%
+541.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -28.0% | +3.0% | -30.9% | -28.5% |
| 30D | -34.9% | +11.5% | -46.4% | -36.8% |
| 3M | -41.6% | +3.7% | -45.3% | -42.2% |
| 6M | -45.4% | +13.5% | -58.9% | -47.5% |
| YTD | +53.3% | +20.7% | +32.6% | +44.6% |
| 1Y | +61.5% | +18.2% | +43.3% | +53.0% |
| 3Y | +712.3% | +73.3% | +639.0% | +569.0% |
| 5Y | +524.2% | +12.3% | +512.0% | +496.5% |
| All | +583.6% | +42.6% | +541.0% | +539.9% |
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