+928.6%
WDC vs S
-71.4%
+1,000.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.8% |
| 7D | +1.7% | -7.7% | +9.4% | +3.1% |
| 30D | -10.0% | -5.3% | -4.6% | -9.4% |
| 3M | -18.8% | +20.3% | -39.0% | -22.1% |
| 6M | +79.0% | +47.4% | +31.7% | +63.7% |
| YTD | +171.6% | +32.5% | +139.0% | +152.0% |
| 1Y | +417.4% | +9.5% | +407.9% | +395.5% |
| 3Y | +1,251.8% | +15.5% | +1,236.3% | +1,152.5% |
| All | +928.6% | -71.4% | +1,000.0% | +932.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling