+2,284.7%
WDC vs PSLV
+108.9%
+2,175.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.3% | +0.9% | -3.1% |
| 7D | +4.4% | -4.9% | +9.3% | +5.7% |
| 30D | +5.3% | -1.9% | +7.2% | +5.6% |
| 3M | -5.9% | +4.2% | -10.1% | -7.0% |
| 6M | +73.2% | -27.6% | +100.8% | +85.6% |
| YTD | +167.8% | -11.7% | +179.5% | +172.5% |
| 1Y | +386.0% | +49.3% | +336.7% | +343.4% |
| 3Y | +1,309.7% | +167.1% | +1,142.6% | +1,051.8% |
| 5Y | +957.1% | +151.7% | +805.4% | +762.6% |
| 10Y | +1,246.7% | +187.0% | +1,059.8% | +940.3% |
| All | +2,284.7% | +108.9% | +2,175.8% | +1,646.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 all: compounded portfolio wealth divided by compounded PSLV 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…
all analysis · Full analysis span regression · 6 months rolling