+10,177.4%
WDC vs GD
+20,112.4%
-9,935.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.3% | -15.0% | -16.4% |
| 7D | -32.3% | -3.9% | -28.4% | -31.0% |
| 30D | -34.9% | +8.1% | -43.0% | -37.0% |
| 3M | -48.4% | -6.8% | -41.7% | -47.0% |
| 6M | -42.4% | +3.0% | -45.4% | -43.8% |
| YTD | +55.5% | +7.8% | +47.8% | +48.6% |
| 1Y | +67.5% | +5.8% | +61.7% | +61.3% |
| 3Y | +727.3% | +55.3% | +672.0% | +569.2% |
| 5Y | +533.3% | +96.7% | +436.7% | +359.8% |
| 10Y | +627.0% | +195.4% | +431.6% | +354.3% |
| All | +10,177.4% | +20,112.4% | -9,935.0% | +3,302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling