+800.9%
WDC vs S
-57.7%
+858.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +7.5% | -1.2% | +8.7% | +7.7% |
| 30D | +10.1% | -12.6% | +22.6% | +12.1% |
| 3M | -6.8% | +27.6% | -34.4% | -11.4% |
| 6M | +84.1% | +35.5% | +48.7% | +71.8% |
| YTD | +180.3% | +29.6% | +150.7% | +162.2% |
| 1Y | +411.1% | +8.1% | +403.0% | +391.8% |
| 3Y | +1,375.0% | +14.8% | +1,360.2% | +1,276.7% |
| 5Y | +991.6% | -70.6% | +1,062.1% | +972.3% |
| All | +800.9% | -57.7% | +858.7% | +777.9% |
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