+2,506.6%
WDC vs PM
+752.6%
+1,754.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.0% | +7.8% | +6.8% |
| 7D | +1.7% | -4.9% | +6.6% | +4.1% |
| 30D | -10.0% | -3.4% | -6.6% | -8.8% |
| 3M | -18.8% | +5.2% | -23.9% | -22.6% |
| 6M | +79.0% | +3.7% | +75.3% | +69.7% |
| YTD | +171.6% | +15.8% | +155.8% | +142.2% |
| 1Y | +417.4% | +17.4% | +400.0% | +351.6% |
| 3Y | +1,251.8% | +116.9% | +1,134.9% | +686.2% |
| 5Y | +911.7% | +117.3% | +794.4% | +480.3% |
| 10Y | +1,399.6% | +193.8% | +1,205.9% | +593.5% |
| All | +2,506.6% | +752.6% | +1,754.0% | +492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling