+642.9%
WDC vs O
+80.9%
+562.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.7% |
| 7D | +12.1% | -0.4% | +12.5% | +12.3% |
| 30D | -18.8% | +7.1% | -25.9% | -21.6% |
| 3M | -39.3% | -5.2% | -34.1% | -38.2% |
| 6M | -40.1% | -1.8% | -38.4% | -41.0% |
| YTD | +71.8% | +9.1% | +62.7% | +59.7% |
| 1Y | +88.5% | +9.7% | +78.8% | +74.3% |
| 3Y | +770.0% | +39.1% | +730.9% | +582.9% |
| 5Y | +549.0% | +8.4% | +540.7% | +484.9% |
| All | +642.9% | +80.9% | +562.0% | +438.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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