+660.4%
WDC vs PM
+242.6%
+417.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -16.7% | -6.6% | -10.1% | -14.5% |
| 30D | -27.2% | -3.4% | -23.8% | -26.3% |
| 3M | -34.0% | +5.3% | -39.3% | -35.6% |
| 6M | -39.7% | +15.5% | -55.2% | -44.7% |
| YTD | +68.1% | +24.3% | +43.8% | +47.6% |
| 1Y | +66.3% | +29.7% | +36.6% | +42.4% |
| 3Y | +754.4% | +144.9% | +609.5% | +374.7% |
| 5Y | +595.8% | +159.0% | +436.8% | +267.6% |
| 10Y | +660.4% | +250.9% | +409.5% | +239.1% |
| All | +660.4% | +242.6% | +417.8% | +239.1% |
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