+1,221.5%
WDC vs GS
+657.1%
+564.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +1.7% | +0.9% | +0.8% | +0.9% |
| 30D | -10.0% | -1.6% | -8.4% | -8.8% |
| 3M | -18.8% | -4.5% | -14.3% | -14.7% |
| 6M | +79.0% | +20.9% | +58.2% | +56.4% |
| YTD | +171.6% | +19.9% | +151.7% | +138.8% |
| 1Y | +417.4% | +41.4% | +376.0% | +299.8% |
| 3Y | +1,251.8% | +239.2% | +1,012.6% | +428.8% |
| 5Y | +911.7% | +185.0% | +726.7% | +346.2% |
| All | +1,221.5% | +657.1% | +564.4% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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