+5,712.6%
WDC vs GS
+1,576.5%
+4,136.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -6.4% | -11.0% | -13.5% |
| 7D | -32.3% | -6.3% | -26.0% | -29.3% |
| 30D | -34.9% | -3.1% | -31.7% | -33.2% |
| 3M | -48.4% | -17.7% | -30.8% | -41.7% |
| 6M | -42.4% | -4.6% | -37.9% | -40.0% |
| YTD | +55.5% | +0.3% | +55.2% | +58.2% |
| 1Y | +67.5% | +11.7% | +55.8% | +60.0% |
| 3Y | +727.3% | +183.6% | +543.7% | +355.3% |
| 5Y | +533.3% | +141.0% | +392.4% | +282.4% |
| 10Y | +627.0% | +507.4% | +119.5% | +158.6% |
| All | +5,712.6% | +1,576.5% | +4,136.1% | +899.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling