+928.6%
WDC vs PM
+119.0%
+809.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.8% | +5.9% |
| 7D | +1.7% | -4.9% | +6.6% | +1.9% |
| 30D | -10.0% | -3.4% | -6.6% | -9.9% |
| 3M | -18.8% | +5.2% | -23.9% | -19.8% |
| 6M | +79.0% | +3.7% | +75.3% | +76.5% |
| YTD | +171.6% | +15.8% | +155.8% | +162.4% |
| 1Y | +417.4% | +17.4% | +400.0% | +396.6% |
| 3Y | +1,251.8% | +116.9% | +1,134.9% | +868.1% |
| All | +928.6% | +119.0% | +809.6% | +631.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling