+2,265.9%
WDC vs FIVE
+868.1%
+1,397.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.1% | +0.8% | +4.3% |
| 7D | +1.7% | +4.3% | -2.5% | +0.4% |
| 30D | -10.0% | +12.5% | -22.5% | -13.9% |
| 3M | -18.8% | +31.2% | -50.0% | -26.4% |
| 6M | +79.0% | +14.4% | +64.7% | +68.3% |
| YTD | +171.6% | +33.9% | +137.7% | +143.0% |
| 1Y | +417.4% | +65.1% | +352.3% | +331.6% |
| 3Y | +1,251.8% | +49.0% | +1,202.8% | +976.3% |
| 5Y | +911.7% | +30.3% | +881.4% | +709.4% |
| 10Y | +1,399.6% | +481.1% | +918.5% | +697.1% |
| All | +2,265.9% | +868.1% | +1,397.8% | +1,032.5% |
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 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