+928.6%
WDC vs GS
+185.3%
+743.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +1.7% | +0.9% | +0.8% | +0.8% |
| 30D | -10.0% | -1.6% | -8.4% | -8.7% |
| 3M | -18.8% | -4.5% | -14.3% | -14.7% |
| 6M | +79.0% | +20.9% | +58.2% | +56.1% |
| YTD | +171.6% | +19.9% | +151.7% | +138.5% |
| 1Y | +417.4% | +41.4% | +376.0% | +299.9% |
| 3Y | +1,251.8% | +239.2% | +1,012.6% | +434.5% |
| All | +928.6% | +185.3% | +743.4% | +346.1% |
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