+653.4%
WDC vs FIVE
+596.6%
+56.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.6% | +4.3% | +7.8% |
| 7D | -14.4% | +6.2% | -20.6% | -16.2% |
| 30D | -27.1% | +18.2% | -45.2% | -31.3% |
| 3M | -33.3% | +3.8% | -37.1% | -34.5% |
| 6M | -39.6% | +13.7% | -53.3% | -43.7% |
| YTD | +68.4% | +34.7% | +33.7% | +47.6% |
| 1Y | +78.2% | +66.6% | +11.5% | +44.2% |
| 3Y | +772.0% | +44.3% | +727.7% | +579.5% |
| 5Y | +584.9% | +18.8% | +566.1% | +449.9% |
| 10Y | +653.4% | +569.2% | +84.2% | +259.9% |
| All | +653.4% | +596.6% | +56.9% | +259.9% |
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