+608.2%
WDC vs DIA
+58.3%
+549.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +7.5% |
| 7D | -3.2% | -1.6% | -1.6% | +0.4% |
| 30D | -19.0% | +1.3% | -20.3% | -20.0% |
| 3M | -28.4% | -2.1% | -26.4% | -25.9% |
| 6M | -39.2% | +6.2% | -45.5% | -44.5% |
| YTD | +82.1% | +10.3% | +71.7% | +58.4% |
| 1Y | +84.7% | +11.0% | +73.7% | +59.7% |
| 3Y | +825.6% | +60.4% | +765.3% | +364.2% |
| 5Y | +608.2% | +59.1% | +549.1% | +263.4% |
| All | +608.2% | +58.3% | +549.8% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling