+1,245.5%
WDC vs M
-6.4%
+1,251.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.8% |
| 7D | +6.0% | +2.4% | +3.6% | +5.3% |
| 30D | +9.9% | -11.6% | +21.6% | +13.4% |
| 3M | -9.4% | +1.6% | -11.0% | -10.7% |
| 6M | +94.7% | +25.2% | +69.5% | +80.9% |
| YTD | +177.4% | +3.8% | +173.6% | +170.9% |
| 1Y | +412.6% | +36.3% | +376.2% | +363.2% |
| 3Y | +1,359.8% | +116.3% | +1,243.4% | +999.6% |
| 5Y | +992.6% | +28.2% | +964.4% | +791.3% |
| 10Y | +1,245.5% | -3.4% | +1,248.9% | +799.3% |
| All | +1,245.5% | -6.4% | +1,251.9% | +799.3% |
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