+10,049.4%
WDC vs GS
+1,903.9%
+8,145.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +1.7% | +0.9% | +0.8% | +1.1% |
| 30D | -10.0% | -1.6% | -8.4% | -9.0% |
| 3M | -18.8% | -4.5% | -14.3% | -15.5% |
| 6M | +79.0% | +20.9% | +58.2% | +61.7% |
| YTD | +171.6% | +19.9% | +151.7% | +146.9% |
| 1Y | +417.4% | +41.4% | +376.0% | +325.7% |
| 3Y | +1,251.8% | +239.2% | +1,012.6% | +563.8% |
| 5Y | +911.7% | +185.0% | +726.7% | +448.4% |
| 10Y | +1,399.6% | +655.0% | +744.7% | +366.7% |
| All | +10,049.4% | +1,903.9% | +8,145.6% | +1,459.7% |
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