+608.2%
WDC vs IT
-41.7%
+649.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.2% | +8.2% |
| 7D | -3.2% | -6.8% | +3.6% | -2.8% |
| 30D | -19.0% | -0.6% | -18.5% | -19.3% |
| 3M | -28.4% | +3.1% | -31.5% | -29.0% |
| 6M | -39.2% | +25.5% | -64.7% | -41.6% |
| YTD | +82.1% | -23.5% | +105.6% | +100.0% |
| 1Y | +84.7% | -16.6% | +101.3% | +95.4% |
| 3Y | +825.6% | -53.1% | +878.8% | +1,145.2% |
| 5Y | +608.2% | -41.4% | +649.6% | +686.2% |
| All | +608.2% | -41.7% | +649.8% | +686.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling