+1,516.3%
WDC vs PM
+809.8%
+706.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.4% | +12.3% | +10.9% |
| 7D | -14.4% | -7.3% | -7.1% | -11.2% |
| 30D | -27.1% | -4.0% | -23.0% | -25.8% |
| 3M | -33.3% | +2.7% | -36.0% | -34.6% |
| 6M | -39.6% | +14.9% | -54.4% | -45.3% |
| YTD | +68.4% | +23.5% | +44.9% | +45.0% |
| 1Y | +78.2% | +30.4% | +47.8% | +48.3% |
| 3Y | +772.0% | +143.2% | +628.8% | +375.2% |
| 5Y | +584.9% | +159.5% | +425.4% | +254.3% |
| 10Y | +653.4% | +234.7% | +418.8% | +224.2% |
| All | +1,516.3% | +809.8% | +706.5% | +254.6% |
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