+695.1%
WDC vs FIVE
+535.9%
+159.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.1% | +9.4% | +8.7% |
| 7D | -3.2% | -0.5% | -2.7% | -2.7% |
| 30D | -19.0% | +17.4% | -36.4% | -23.5% |
| 3M | -28.4% | +7.0% | -35.5% | -30.6% |
| 6M | -39.2% | +20.5% | -59.7% | -44.4% |
| YTD | +82.1% | +33.1% | +48.9% | +60.2% |
| 1Y | +84.7% | +67.1% | +17.6% | +49.2% |
| 3Y | +825.6% | +41.9% | +783.7% | +625.4% |
| 5Y | +608.2% | +21.1% | +587.1% | +463.6% |
| 10Y | +695.1% | +518.8% | +176.3% | +284.2% |
| All | +695.1% | +535.9% | +159.2% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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