+682.0%
WDC vs PR
+83.7%
+598.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | +16.3% | +6.7% | +9.6% | +15.2% |
| 30D | -18.3% | -6.1% | -12.1% | -17.4% |
| 3M | -31.4% | +6.9% | -38.3% | -32.3% |
| 6M | -36.3% | +14.6% | -50.9% | -37.8% |
| YTD | +80.8% | +66.1% | +14.7% | +66.3% |
| 1Y | +87.7% | +77.0% | +10.7% | +70.8% |
| 3Y | +819.4% | +93.8% | +725.6% | +721.2% |
| 5Y | +583.2% | +268.2% | +315.0% | +444.5% |
| All | +682.0% | +83.7% | +598.2% | +496.8% |
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