+682.0%
WDC vs GD
+165.4%
+516.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | +0.1% |
| 7D | +16.3% | +1.9% | +14.4% | +14.9% |
| 30D | -18.3% | +9.2% | -27.5% | -22.9% |
| 3M | -31.4% | -7.5% | -24.0% | -28.0% |
| 6M | -36.3% | +5.8% | -42.1% | -39.8% |
| YTD | +80.8% | +9.8% | +71.0% | +65.1% |
| 1Y | +87.7% | +5.8% | +81.9% | +76.1% |
| 3Y | +819.4% | +58.0% | +761.4% | +523.6% |
| 5Y | +583.2% | +100.4% | +482.8% | +272.0% |
| All | +682.0% | +165.4% | +516.5% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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