+6,444.6%
WDC vs O
+5,261.3%
+1,183.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | +16.3% | -0.4% | +16.7% | +16.5% |
| 30D | -18.3% | +8.3% | -26.5% | -21.5% |
| 3M | -31.4% | -4.0% | -27.5% | -30.7% |
| 6M | -36.3% | -2.6% | -33.7% | -36.9% |
| YTD | +80.8% | +9.9% | +71.0% | +68.4% |
| 1Y | +87.7% | +9.8% | +77.9% | +74.6% |
| 3Y | +819.4% | +39.7% | +779.7% | +642.5% |
| 5Y | +583.2% | +9.2% | +574.0% | +518.0% |
| 10Y | +689.8% | +81.5% | +608.3% | +444.8% |
| All | +6,444.6% | +5,261.3% | +1,183.3% | +1,205.9% |
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