+5,993.9%
WDC vs O
+5,283.0%
+710.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +9.5% |
| 7D | -14.4% | +3.3% | -17.8% | -15.8% |
| 30D | -27.1% | +10.3% | -37.4% | -30.6% |
| 3M | -33.3% | -3.5% | -29.8% | -32.7% |
| 6M | -39.6% | -1.3% | -38.3% | -40.6% |
| YTD | +68.4% | +10.3% | +58.1% | +56.5% |
| 1Y | +78.2% | +10.4% | +67.8% | +65.2% |
| 3Y | +772.0% | +40.0% | +732.0% | +603.7% |
| 5Y | +584.9% | +12.4% | +572.6% | +511.2% |
| 10Y | +653.4% | +78.2% | +575.2% | +424.1% |
| All | +5,993.9% | +5,283.0% | +710.9% | +1,113.7% |
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