+660.4%
WDC vs M
-3.0%
+663.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -16.7% | +5.0% | -21.8% | -17.7% |
| 30D | -27.2% | +10.6% | -37.8% | -29.3% |
| 3M | -34.0% | +1.6% | -35.6% | -34.7% |
| 6M | -39.7% | +30.8% | -70.6% | -44.8% |
| YTD | +68.1% | +16.9% | +51.2% | +58.3% |
| 1Y | +66.3% | +26.3% | +40.0% | +53.2% |
| 3Y | +754.4% | +158.6% | +595.8% | +513.6% |
| 5Y | +595.8% | +2.1% | +593.7% | +505.5% |
| 10Y | +660.4% | -4.3% | +664.7% | +413.3% |
| All | +660.4% | -3.0% | +663.4% | +413.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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