+653.4%
WDC vs PR
+66.7%
+586.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +10.9% | +10.0% |
| 7D | -14.4% | -12.4% | -2.0% | -12.7% |
| 30D | -27.1% | -6.6% | -20.5% | -26.3% |
| 3M | -33.3% | +7.5% | -40.8% | -34.1% |
| 6M | -39.6% | +10.8% | -50.4% | -40.8% |
| YTD | +68.4% | +57.0% | +11.4% | +56.2% |
| 1Y | +78.2% | +67.9% | +10.2% | +63.4% |
| 3Y | +772.0% | +87.6% | +684.4% | +682.7% |
| 5Y | +584.9% | +220.4% | +364.5% | +455.7% |
| 10Y | +653.4% | +64.8% | +588.6% | +481.3% |
| All | +653.4% | +66.7% | +586.7% | +481.3% |
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