+2,346.4%
WDC vs GM
+230.9%
+2,115.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.4% | +3.3% |
| 7D | +6.0% | +0.4% | +5.6% | +5.7% |
| 30D | +9.9% | -1.8% | +11.8% | +10.6% |
| 3M | -9.4% | +2.6% | -12.0% | -11.1% |
| 6M | +94.7% | +14.6% | +80.2% | +79.5% |
| YTD | +177.4% | +6.2% | +171.2% | +165.2% |
| 1Y | +412.6% | +48.7% | +363.9% | +304.8% |
| 3Y | +1,359.8% | +168.3% | +1,191.5% | +685.4% |
| 5Y | +992.6% | +82.8% | +909.8% | +607.5% |
| 10Y | +1,245.5% | +226.2% | +1,019.3% | +478.8% |
| All | +2,346.4% | +230.9% | +2,115.5% | +816.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling