+1,874.7%
WDC vs PSX
+1,139.4%
+735.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +1.7% | +4.5% | -2.8% | -0.3% |
| 30D | -10.0% | +26.6% | -36.6% | -19.4% |
| 3M | -18.8% | +39.3% | -58.0% | -30.7% |
| 6M | +79.0% | +56.8% | +22.2% | +42.7% |
| YTD | +171.6% | +101.8% | +69.7% | +89.8% |
| 1Y | +417.4% | +99.6% | +317.8% | +261.2% |
| 3Y | +1,251.8% | +140.3% | +1,111.4% | +737.3% |
| 5Y | +911.7% | +339.3% | +572.4% | +343.5% |
| 10Y | +1,399.6% | +369.9% | +1,029.8% | +494.0% |
| All | +1,874.7% | +1,139.4% | +735.3% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling