+695.1%
WDC vs PR
+72.8%
+622.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.6% | +7.9% |
| 7D | -3.2% | -0.5% | -2.8% | -3.1% |
| 30D | -19.0% | -4.6% | -14.4% | -18.4% |
| 3M | -28.4% | +4.7% | -33.1% | -29.1% |
| 6M | -39.2% | +12.4% | -51.7% | -40.5% |
| YTD | +82.1% | +62.9% | +19.2% | +68.0% |
| 1Y | +84.7% | +70.6% | +14.1% | +69.0% |
| 3Y | +825.6% | +90.0% | +735.6% | +729.2% |
| 5Y | +608.2% | +255.5% | +352.6% | +467.0% |
| 10Y | +695.1% | +78.7% | +616.4% | +508.2% |
| All | +695.1% | +72.8% | +622.3% | +508.2% |
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