+583.6%
WDC vs PLD
+236.3%
+347.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -28.0% | -0.8% | -27.2% | -27.6% |
| 30D | -34.9% | -0.3% | -34.7% | -34.8% |
| 3M | -41.6% | -8.0% | -33.5% | -39.0% |
| 6M | -45.4% | -9.8% | -35.6% | -43.1% |
| YTD | +53.3% | +1.8% | +51.5% | +47.9% |
| 1Y | +61.5% | +5.6% | +55.9% | +52.3% |
| 3Y | +712.3% | +33.3% | +679.1% | +542.9% |
| 5Y | +524.2% | +0.3% | +523.9% | +472.2% |
| All | +583.6% | +236.3% | +347.3% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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