+693.3%
WDC vs IR
+274.4%
+418.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +2.2% |
| 7D | +7.5% | -1.9% | +9.4% | +8.6% |
| 30D | +10.1% | -15.0% | +25.1% | +20.8% |
| 3M | -6.8% | -0.4% | -6.4% | -7.4% |
| 6M | +84.1% | -15.0% | +99.2% | +100.2% |
| YTD | +180.3% | -7.1% | +187.3% | +188.7% |
| 1Y | +411.1% | -7.5% | +418.6% | +425.6% |
| 3Y | +1,375.0% | +6.3% | +1,368.7% | +1,289.8% |
| 5Y | +991.6% | +37.3% | +954.2% | +783.3% |
| All | +693.3% | +274.4% | +418.9% | +348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling