+528.7%
WDC vs S
-67.4%
+596.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.7% |
| 7D | -28.0% | -13.4% | -14.5% | -25.8% |
| 30D | -34.9% | -14.0% | -21.0% | -33.0% |
| 3M | -41.6% | +4.9% | -46.4% | -42.4% |
| 6M | -45.4% | +42.0% | -87.4% | -49.6% |
| YTD | +53.3% | +45.1% | +8.1% | +39.3% |
| 1Y | +61.5% | +33.1% | +28.5% | +48.8% |
| 3Y | +712.3% | +40.6% | +671.7% | +623.7% |
| All | +528.7% | -67.4% | +596.1% | +541.4% |
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