+1,228.2%
WDC vs PSX
+384.6%
+843.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.0% |
| 7D | +4.4% | +1.5% | +2.9% | +3.7% |
| 30D | +5.3% | +15.8% | -10.5% | -1.6% |
| 3M | -5.9% | +43.0% | -48.9% | -20.8% |
| 6M | +73.2% | +61.1% | +12.2% | +36.1% |
| YTD | +167.8% | +104.5% | +63.3% | +85.1% |
| 1Y | +386.0% | +102.5% | +283.5% | +235.4% |
| 3Y | +1,309.7% | +133.5% | +1,176.2% | +778.1% |
| 5Y | +957.1% | +367.0% | +590.1% | +335.6% |
| All | +1,228.2% | +384.6% | +843.5% | +404.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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