+660.4%
WDC vs SM
+4.2%
+656.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -16.7% | -19.5% | +2.8% | -13.8% |
| 30D | -27.2% | -20.2% | -7.0% | -24.6% |
| 3M | -34.0% | -6.5% | -27.5% | -33.7% |
| 6M | -39.7% | +1.6% | -41.3% | -40.9% |
| YTD | +68.1% | +61.2% | +6.8% | +50.1% |
| 1Y | +66.3% | +65.4% | +0.9% | +47.5% |
| 3Y | +754.4% | -13.0% | +767.4% | +727.2% |
| 5Y | +595.8% | -4.3% | +600.0% | +541.4% |
| 10Y | +660.4% | +3.0% | +657.4% | +367.6% |
| All | +660.4% | +4.2% | +656.2% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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