+1,188.5%
WDC vs GM
+240.0%
+948.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -4.3% | -2.4% | -1.9% | -3.2% |
| 30D | -1.5% | -1.1% | -0.4% | -1.3% |
| 3M | -15.5% | +6.1% | -21.6% | -18.8% |
| 6M | +66.5% | +15.0% | +51.5% | +52.7% |
| YTD | +159.9% | +6.0% | +153.9% | +148.0% |
| 1Y | +366.0% | +47.1% | +318.9% | +267.6% |
| 3Y | +1,285.8% | +170.5% | +1,115.3% | +623.7% |
| 5Y | +925.6% | +80.5% | +845.1% | +557.3% |
| All | +1,188.5% | +240.0% | +948.5% | +474.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling