+653.4%
WDC vs PPL
+62.1%
+591.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +10.0% |
| 7D | -14.4% | -1.2% | -13.2% | -14.0% |
| 30D | -27.1% | +4.2% | -31.3% | -28.7% |
| 3M | -33.3% | +1.5% | -34.8% | -34.0% |
| 6M | -39.6% | +1.0% | -40.6% | -40.7% |
| YTD | +68.4% | +4.4% | +64.0% | +61.4% |
| 1Y | +78.2% | +0.8% | +77.4% | +73.7% |
| 3Y | +772.0% | +56.5% | +715.5% | +544.4% |
| 5Y | +584.9% | +47.7% | +537.2% | +416.8% |
| 10Y | +653.4% | +64.4% | +589.0% | +412.0% |
| All | +653.4% | +62.1% | +591.3% | +412.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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