+438.4%
WDC vs PL
+45.6%
+392.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -16.7% | +5.6% | -22.4% | -17.4% |
| 30D | -27.2% | -16.9% | -10.3% | -24.8% |
| 3M | -34.0% | -38.2% | +4.2% | -28.7% |
| 6M | -39.7% | -63.4% | +23.7% | -29.8% |
| YTD | +68.1% | -27.6% | +95.7% | +72.2% |
| 1Y | +66.3% | +6.6% | +59.7% | +59.1% |
| 3Y | +754.4% | +557.6% | +196.8% | +471.5% |
| 5Y | +595.8% | +39.5% | +556.3% | +403.7% |
| All | +438.4% | +45.6% | +392.8% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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