+1,256.8%
WDC vs GD
+68.4%
+1,188.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.6% | +6.4% |
| 7D | +1.7% | -5.3% | +7.0% | +3.4% |
| 30D | -10.0% | -6.4% | -3.5% | -8.2% |
| 3M | -18.8% | +5.7% | -24.5% | -21.2% |
| 6M | +79.0% | -0.9% | +80.0% | +77.9% |
| YTD | +171.6% | +8.2% | +163.4% | +159.5% |
| 1Y | +417.4% | +13.4% | +404.0% | +384.1% |
| All | +1,256.8% | +68.4% | +1,188.5% | +1,081.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling