+584.9%
WDC vs O
+11.2%
+573.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +9.8% |
| 7D | -14.4% | +3.3% | -17.8% | -14.6% |
| 30D | -27.1% | +10.3% | -37.4% | -27.6% |
| 3M | -33.3% | -3.5% | -29.8% | -32.8% |
| 6M | -39.6% | -1.3% | -38.3% | -39.8% |
| YTD | +68.4% | +10.3% | +58.1% | +62.1% |
| 1Y | +78.2% | +10.4% | +67.8% | +71.2% |
| 3Y | +772.0% | +40.0% | +732.0% | +634.2% |
| 5Y | +584.9% | +12.4% | +572.6% | +561.8% |
| All | +584.9% | +11.2% | +573.7% | +561.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling