+660.4%
WDC vs P
+691.2%
-30.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -16.7% | -13.3% | -3.4% | -10.7% |
| 30D | -27.2% | -34.0% | +6.8% | -12.1% |
| 3M | -34.0% | +4.1% | -38.1% | -36.2% |
| 6M | -39.7% | +30.5% | -70.2% | -47.7% |
| YTD | +68.1% | +52.2% | +15.9% | +36.0% |
| 1Y | +66.3% | +10.3% | +56.0% | +50.8% |
| 3Y | +754.4% | +180.9% | +573.6% | +371.9% |
| 5Y | +595.8% | +259.7% | +336.1% | +226.7% |
| 10Y | +660.4% | +652.6% | +7.8% | +154.5% |
| All | +660.4% | +691.2% | -30.8% | +154.5% |
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