+583.6%
WDC vs PR
+66.0%
+517.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.7% |
| 7D | -28.0% | -16.4% | -11.5% | -25.9% |
| 30D | -34.9% | -1.9% | -33.0% | -34.7% |
| 3M | -41.6% | +8.0% | -49.5% | -42.3% |
| 6M | -45.4% | +4.1% | -49.5% | -45.9% |
| YTD | +53.3% | +58.7% | -5.4% | +41.9% |
| 1Y | +61.5% | +75.8% | -14.3% | +47.1% |
| 3Y | +712.3% | +73.2% | +639.2% | +636.9% |
| 5Y | +524.2% | +230.1% | +294.1% | +404.6% |
| All | +583.6% | +66.0% | +517.5% | +423.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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