+642.9%
WDC vs GS
+452.1%
+190.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.3% |
| 7D | +12.1% | +5.9% | +6.2% | +7.4% |
| 30D | -18.8% | +4.3% | -23.1% | -20.6% |
| 3M | -39.3% | -11.7% | -27.6% | -32.7% |
| 6M | -40.1% | -3.2% | -37.0% | -37.6% |
| YTD | +71.8% | +5.8% | +66.0% | +67.8% |
| 1Y | +88.5% | +16.0% | +72.4% | +71.9% |
| 3Y | +770.0% | +199.8% | +570.2% | +276.0% |
| 5Y | +549.0% | +155.5% | +393.5% | +212.8% |
| All | +642.9% | +452.1% | +190.7% | +110.6% |
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