+7,121.4%
WDC vs ITOT
+885.8%
+6,235.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.8% |
| 7D | +7.5% | -0.4% | +7.8% | +7.9% |
| 30D | +10.1% | -1.6% | +11.6% | +12.5% |
| 3M | -6.8% | +3.5% | -10.4% | -10.2% |
| 6M | +84.1% | +13.1% | +71.0% | +58.6% |
| YTD | +180.3% | +12.7% | +167.5% | +144.7% |
| 1Y | +411.1% | +18.3% | +392.8% | +321.1% |
| 3Y | +1,375.0% | +76.4% | +1,298.6% | +626.1% |
| 5Y | +991.6% | +73.8% | +917.8% | +458.1% |
| 10Y | +1,309.1% | +301.2% | +1,007.9% | +156.8% |
| All | +7,121.4% | +885.8% | +6,235.6% | +332.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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