+23,197.9%
WDC vs M
+401.4%
+22,796.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.1% |
| 7D | -28.0% | -4.3% | -23.7% | -27.0% |
| 30D | -34.9% | +1.3% | -36.2% | -35.4% |
| 3M | -41.6% | -7.4% | -34.2% | -40.6% |
| 6M | -45.4% | +18.3% | -63.7% | -49.4% |
| YTD | +53.3% | +7.6% | +45.7% | +46.2% |
| 1Y | +61.5% | +17.4% | +44.1% | +49.4% |
| 3Y | +712.3% | +108.4% | +604.0% | +479.2% |
| 5Y | +524.2% | -10.6% | +534.8% | +446.4% |
| 10Y | +616.5% | -3.2% | +619.7% | +375.4% |
| All | +23,197.9% | +401.4% | +22,796.5% | +6,917.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling