+386.3%
WDC vs IR
+332.9%
+53.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | +12.1% | +2.5% | +9.6% | +10.6% |
| 30D | -18.8% | +9.2% | -28.0% | -22.7% |
| 3M | -39.3% | +0.9% | -40.3% | -39.6% |
| 6M | -40.1% | +19.2% | -59.4% | -46.5% |
| YTD | +71.8% | +7.5% | +64.3% | +62.9% |
| 1Y | +88.5% | +11.7% | +76.7% | +74.3% |
| 3Y | +770.0% | +23.9% | +746.1% | +654.0% |
| 5Y | +549.0% | +46.4% | +502.7% | +404.4% |
| All | +386.3% | +332.9% | +53.4% | +153.1% |
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