+595.8%
WDC vs GS
+155.4%
+440.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.6% |
| 7D | -16.7% | +1.6% | -18.3% | -17.3% |
| 30D | -27.2% | +1.7% | -28.9% | -27.4% |
| 3M | -34.0% | -11.6% | -22.4% | -26.6% |
| 6M | -39.7% | -1.9% | -37.8% | -37.6% |
| YTD | +68.1% | +5.1% | +63.0% | +65.3% |
| 1Y | +66.3% | +16.4% | +49.9% | +51.5% |
| 3Y | +754.4% | +199.0% | +555.5% | +272.6% |
| 5Y | +595.8% | +157.4% | +438.4% | +228.5% |
| All | +595.8% | +155.4% | +440.4% | +228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling