+452.3%
WDC vs S
-51.7%
+504.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | +12.1% | +2.0% | +10.1% | +11.8% |
| 30D | -18.8% | -2.7% | -16.1% | -18.1% |
| 3M | -39.3% | -6.9% | -32.4% | -38.8% |
| 6M | -40.1% | +38.1% | -78.2% | -44.0% |
| YTD | +71.8% | +48.0% | +23.8% | +57.2% |
| 1Y | +88.5% | +34.5% | +54.0% | +74.8% |
| 3Y | +770.0% | +38.3% | +731.7% | +689.2% |
| 5Y | +549.0% | -70.9% | +619.9% | +524.4% |
| All | +452.3% | -51.7% | +504.0% | +426.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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