+1,217.3%
WDC vs D
+35.1%
+1,182.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +1.7% | +1.5% | +0.3% | +1.4% |
| 30D | -10.0% | -2.6% | -7.4% | -9.3% |
| 3M | -18.8% | 0.0% | -18.8% | -18.9% |
| 6M | +79.0% | +7.4% | +71.7% | +74.7% |
| YTD | +171.6% | +15.9% | +155.7% | +159.4% |
| 1Y | +417.4% | +18.1% | +399.3% | +389.8% |
| 3Y | +1,251.8% | +58.4% | +1,193.4% | +1,042.2% |
| 5Y | +911.7% | +5.2% | +906.5% | +886.9% |
| All | +1,217.3% | +35.1% | +1,182.3% | +1,138.7% |
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