+653.4%
WDC vs M
+3.7%
+649.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.1% | +1.8% | +7.7% |
| 7D | -14.4% | +2.5% | -17.0% | -14.9% |
| 30D | -27.1% | +10.1% | -37.1% | -29.0% |
| 3M | -33.3% | -0.9% | -32.3% | -33.5% |
| 6M | -39.6% | +30.2% | -69.8% | -44.7% |
| YTD | +68.4% | +16.3% | +52.1% | +58.8% |
| 1Y | +78.2% | +27.0% | +51.2% | +63.9% |
| 3Y | +772.0% | +154.5% | +617.5% | +529.4% |
| 5Y | +584.9% | -1.1% | +586.0% | +501.2% |
| 10Y | +653.4% | +0.5% | +652.9% | +399.3% |
| All | +653.4% | +3.7% | +649.7% | +399.3% |
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