+9,727.2%
WDC vs O
+5,387.7%
+4,339.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.2% |
| 7D | +1.7% | -0.7% | +2.5% | +2.1% |
| 30D | -10.0% | -1.9% | -8.1% | -9.2% |
| 3M | -18.8% | +3.8% | -22.6% | -21.3% |
| 6M | +79.0% | -4.7% | +83.8% | +80.5% |
| YTD | +171.6% | +12.5% | +159.1% | +151.9% |
| 1Y | +417.4% | +10.8% | +406.6% | +382.0% |
| 3Y | +1,251.8% | +28.8% | +1,223.0% | +1,038.6% |
| 5Y | +911.7% | +13.2% | +898.5% | +805.1% |
| 10Y | +1,399.6% | +53.5% | +1,346.2% | +1,021.2% |
| All | +9,727.2% | +5,387.7% | +4,339.5% | +1,853.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling