+1,359.8%
WDC vs GTLB
-8.4%
+1,368.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +2.7% |
| 7D | +6.0% | +4.6% | +1.4% | +5.4% |
| 30D | +9.9% | +21.0% | -11.1% | +7.2% |
| 3M | -9.4% | +51.7% | -61.1% | -14.5% |
| 6M | +94.7% | +89.3% | +5.4% | +75.6% |
| YTD | +177.4% | +25.6% | +151.7% | +169.0% |
| 1Y | +412.6% | -1.5% | +414.1% | +420.5% |
| 3Y | +1,359.8% | -9.9% | +1,369.7% | +1,410.7% |
| All | +1,359.8% | -8.4% | +1,368.2% | +1,410.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling