+17,845.4%
WDC vs GD
+20,186.5%
-2,341.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.6% | +6.6% |
| 7D | +1.7% | -5.3% | +7.0% | +4.1% |
| 30D | -10.0% | -6.4% | -3.5% | -7.5% |
| 3M | -18.8% | +5.7% | -24.5% | -21.3% |
| 6M | +79.0% | -0.9% | +80.0% | +77.9% |
| YTD | +171.6% | +8.2% | +163.4% | +159.3% |
| 1Y | +417.4% | +13.4% | +404.0% | +383.3% |
| 3Y | +1,251.8% | +68.5% | +1,183.3% | +952.5% |
| 5Y | +911.7% | +97.2% | +814.5% | +633.8% |
| 10Y | +1,399.6% | +190.2% | +1,209.4% | +843.5% |
| All | +17,845.4% | +20,186.5% | -2,341.2% | +5,837.5% |
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 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