+695.1%
WDC vs P
+686.0%
+9.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.4% | +3.9% | +6.3% |
| 7D | -3.2% | -4.7% | +1.5% | -0.5% |
| 30D | -19.0% | -31.4% | +12.4% | -3.8% |
| 3M | -28.4% | -2.6% | -25.8% | -28.4% |
| 6M | -39.2% | +21.9% | -61.2% | -45.7% |
| YTD | +82.1% | +58.9% | +23.1% | +44.6% |
| 1Y | +84.7% | +21.7% | +62.9% | +60.6% |
| 3Y | +825.6% | +193.3% | +632.3% | +402.1% |
| 5Y | +608.2% | +275.1% | +333.0% | +226.8% |
| 10Y | +695.1% | +655.3% | +39.8% | +164.0% |
| All | +695.1% | +686.0% | +9.1% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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