+1,188.5%
WDC vs LUMN
-55.8%
+1,244.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.3% |
| 7D | -4.3% | +2.5% | -6.8% | -4.7% |
| 30D | -1.5% | +10.3% | -11.8% | -3.2% |
| 3M | -15.5% | -18.3% | +2.8% | -12.5% |
| 6M | +66.5% | +4.4% | +62.1% | +65.4% |
| YTD | +159.9% | -10.7% | +170.5% | +162.6% |
| 1Y | +366.0% | +14.0% | +352.0% | +351.4% |
| 3Y | +1,285.8% | +406.6% | +879.3% | +760.2% |
| 5Y | +925.6% | -36.8% | +962.4% | +1,021.9% |
| All | +1,188.5% | -55.8% | +1,244.4% | +1,279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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