+1,280.0%
WDC vs SGOV
+20.3%
+1,259.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | -4.3% | 0.0% | -4.4% | -4.1% |
| 30D | -1.5% | +0.3% | -1.8% | +0.1% |
| 3M | -15.5% | +0.9% | -16.4% | -11.8% |
| 6M | +66.5% | +1.8% | +64.6% | +78.2% |
| YTD | +159.9% | +2.5% | +157.3% | +181.7% |
| 1Y | +366.0% | +3.8% | +362.2% | +423.6% |
| 3Y | +1,285.8% | +14.4% | +1,271.4% | +2,057.2% |
| 5Y | +925.6% | +20.2% | +905.4% | +3,052.6% |
| All | +1,280.0% | +20.3% | +1,259.8% | +4,028.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling