+1,309.1%
WDC vs PM
+202.2%
+1,106.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +7.5% | -1.2% | +8.7% | +7.9% |
| 30D | +10.1% | -0.2% | +10.2% | +9.9% |
| 3M | -6.8% | +4.9% | -11.7% | -10.3% |
| 6M | +84.1% | +9.0% | +75.1% | +72.3% |
| YTD | +180.3% | +17.8% | +162.5% | +152.0% |
| 1Y | +411.1% | +16.8% | +394.3% | +356.1% |
| 3Y | +1,375.0% | +125.4% | +1,249.6% | +757.4% |
| 5Y | +991.6% | +128.7% | +862.9% | +519.8% |
| 10Y | +1,309.1% | +211.8% | +1,097.2% | +543.3% |
| All | +1,309.1% | +202.2% | +1,106.9% | +543.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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