+1,228.2%
WDC vs DIA
+250.4%
+977.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.5% |
| 7D | +4.4% | -3.0% | +7.4% | +9.1% |
| 30D | +5.3% | -3.0% | +8.3% | +9.7% |
| 3M | -5.9% | +4.5% | -10.4% | -11.8% |
| 6M | +73.2% | +9.8% | +63.5% | +52.0% |
| YTD | +167.8% | +9.3% | +158.6% | +138.2% |
| 1Y | +386.0% | +16.0% | +370.0% | +297.7% |
| 3Y | +1,309.7% | +57.7% | +1,252.0% | +655.7% |
| 5Y | +957.1% | +63.8% | +893.3% | +448.8% |
| All | +1,228.2% | +250.4% | +977.8% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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