+687.2%
WDC vs M
-6.5%
+693.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.3% | +8.6% |
| 7D | -3.2% | -3.3% | +0.1% | -2.1% |
| 30D | -19.0% | +8.1% | -27.1% | -20.8% |
| 3M | -28.4% | +2.2% | -30.6% | -29.3% |
| 6M | -39.2% | +35.1% | -74.3% | -44.8% |
| YTD | +82.1% | +15.8% | +66.2% | +71.9% |
| 1Y | +84.7% | +25.8% | +58.8% | +70.2% |
| 3Y | +825.6% | +156.2% | +669.4% | +566.4% |
| 5Y | +608.2% | -2.4% | +610.5% | +523.3% |
| All | +687.2% | -6.5% | +693.8% | +430.2% |
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