+991.6%
WDC vs PSX
+370.3%
+621.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +7.5% | +1.8% | +5.6% | +6.8% |
| 30D | +10.1% | +21.6% | -11.6% | +2.9% |
| 3M | -6.8% | +46.5% | -53.3% | -18.5% |
| 6M | +84.1% | +62.0% | +22.1% | +53.8% |
| YTD | +180.3% | +106.3% | +73.9% | +110.5% |
| 1Y | +411.1% | +103.0% | +308.1% | +284.4% |
| 3Y | +1,375.0% | +135.5% | +1,239.5% | +911.0% |
| 5Y | +991.6% | +368.5% | +623.0% | +443.4% |
| All | +991.6% | +370.3% | +621.2% | +443.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling