+528.7%
WDC vs GD
+94.5%
+434.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -28.0% | -5.0% | -23.0% | -26.2% |
| 30D | -34.9% | +8.9% | -43.9% | -37.2% |
| 3M | -41.6% | -8.0% | -33.5% | -39.5% |
| 6M | -45.4% | +2.9% | -48.3% | -46.8% |
| YTD | +53.3% | +7.1% | +46.2% | +45.6% |
| 1Y | +61.5% | +5.9% | +55.6% | +54.4% |
| 3Y | +712.3% | +53.9% | +658.5% | +525.3% |
| All | +528.7% | +94.5% | +434.2% | +313.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling