+969.8%
WDC vs GFS
-2.1%
+971.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.4% | +3.2% | +1.2% | +2.9% |
| 30D | +5.3% | -9.6% | +14.8% | +10.3% |
| 3M | -5.9% | -38.5% | +32.6% | +18.2% |
| 6M | +73.2% | -1.3% | +74.5% | +78.2% |
| YTD | +167.8% | +31.8% | +136.0% | +145.1% |
| 1Y | +386.0% | +44.6% | +341.4% | +326.7% |
| 3Y | +1,309.7% | -20.6% | +1,330.3% | +1,376.3% |
| All | +969.8% | -2.1% | +971.9% | +1,047.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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