+1,149.3%
WDC vs PSX
+1,187.1%
-37.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.3% |
| 7D | +12.1% | +7.8% | +4.3% | +8.5% |
| 30D | -18.8% | -10.9% | -7.9% | -14.4% |
| 3M | -39.3% | +14.5% | -53.8% | -43.2% |
| 6M | -40.1% | +56.1% | -96.2% | -51.9% |
| YTD | +71.8% | +109.6% | -37.8% | +17.6% |
| 1Y | +88.5% | +95.5% | -7.0% | +32.9% |
| 3Y | +770.0% | +156.2% | +613.8% | +423.1% |
| 5Y | +549.0% | +310.0% | +239.0% | +195.2% |
| 10Y | +650.3% | +368.0% | +282.3% | +196.6% |
| All | +1,149.3% | +1,187.1% | -37.8% | +234.9% |
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