+642.9%
WDC vs PWR
+1,844.4%
-1,201.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.5% |
| 7D | +12.1% | +11.3% | +0.8% | +4.7% |
| 30D | -18.8% | -8.9% | -9.9% | -13.6% |
| 3M | -39.3% | -10.5% | -28.8% | -35.1% |
| 6M | -40.1% | -22.2% | -18.0% | -28.8% |
| YTD | +71.8% | +42.7% | +29.1% | +41.6% |
| 1Y | +88.5% | +41.1% | +47.4% | +56.7% |
| 3Y | +770.0% | +242.7% | +527.2% | +317.5% |
| 5Y | +549.0% | +418.5% | +130.5% | +129.0% |
| All | +642.9% | +1,844.4% | -1,201.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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