+1,235.5%
WDC vs FIVE
+822.5%
+413.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -28.0% | -0.3% | -27.7% | -27.9% |
| 30D | -34.9% | +17.7% | -52.6% | -38.2% |
| 3M | -41.6% | +4.0% | -45.5% | -42.7% |
| 6M | -45.4% | +2.6% | -48.0% | -46.9% |
| YTD | +53.3% | +27.6% | +25.7% | +39.0% |
| 1Y | +61.5% | +59.9% | +1.6% | +36.2% |
| 3Y | +712.3% | +35.8% | +676.6% | +566.2% |
| 5Y | +524.2% | +14.4% | +509.8% | +421.0% |
| 10Y | +616.5% | +576.1% | +40.4% | +273.9% |
| All | +1,235.5% | +822.5% | +413.0% | +547.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling