+653.4%
WDC vs LII
+170.7%
+482.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +8.7% |
| 7D | -14.4% | -1.2% | -13.2% | -13.8% |
| 30D | -27.1% | -2.0% | -25.1% | -27.0% |
| 3M | -33.3% | -20.2% | -13.0% | -25.9% |
| 6M | -39.6% | -32.5% | -7.1% | -28.3% |
| YTD | +68.4% | -27.4% | +95.8% | +90.6% |
| 1Y | +78.2% | -28.2% | +106.3% | +102.9% |
| 3Y | +772.0% | -7.2% | +779.3% | +724.8% |
| 5Y | +584.9% | +19.9% | +565.0% | +436.7% |
| 10Y | +653.4% | +168.6% | +484.8% | +279.5% |
| All | +653.4% | +170.7% | +482.7% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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