+916.1%
WDC vs SGOV
+20.2%
+895.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.8% |
| 7D | -4.3% | 0.0% | -4.4% | -3.9% |
| 30D | -1.5% | +0.3% | -1.8% | +1.0% |
| 3M | -15.5% | +0.9% | -16.4% | -9.6% |
| 6M | +66.5% | +1.8% | +64.6% | +85.8% |
| YTD | +159.9% | +2.5% | +157.3% | +196.5% |
| 1Y | +366.0% | +3.8% | +362.2% | +456.9% |
| 3Y | +1,285.8% | +14.4% | +1,271.4% | +2,056.9% |
| All | +916.1% | +20.2% | +895.9% | +3,276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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