+1,256.8%
WDC vs FIVE
+50.0%
+1,206.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.1% | +0.8% | +4.5% |
| 7D | +1.7% | +4.3% | -2.5% | +0.6% |
| 30D | -10.0% | +12.5% | -22.5% | -13.3% |
| 3M | -18.8% | +31.2% | -50.0% | -25.5% |
| 6M | +79.0% | +14.4% | +64.7% | +70.0% |
| YTD | +171.6% | +33.9% | +137.7% | +146.6% |
| 1Y | +417.4% | +65.1% | +352.3% | +342.0% |
| All | +1,256.8% | +50.0% | +1,206.8% | +848.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling