+772.0%
WDC vs GLW
+349.1%
+422.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.3% | +0.6% | +3.9% |
| 7D | -14.4% | -5.9% | -8.5% | -10.4% |
| 30D | -27.1% | -26.0% | -1.1% | -11.4% |
| 3M | -33.3% | -29.9% | -3.4% | -18.2% |
| 6M | -39.6% | -37.8% | -1.8% | -22.2% |
| YTD | +68.4% | +33.1% | +35.3% | +23.4% |
| 1Y | +78.2% | +36.8% | +41.3% | +28.3% |
| 3Y | +772.0% | +356.1% | +415.9% | +222.4% |
| All | +772.0% | +349.1% | +422.9% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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