+642.9%
WDC vs SM
+18.0%
+624.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | +12.1% | +9.4% | +2.7% | +10.4% |
| 30D | -18.8% | -14.4% | -4.4% | -16.9% |
| 3M | -39.3% | +1.6% | -40.9% | -39.8% |
| 6M | -40.1% | +6.3% | -46.5% | -41.7% |
| YTD | +71.8% | +78.8% | -7.0% | +50.9% |
| 1Y | +88.5% | +83.1% | +5.3% | +64.5% |
| 3Y | +770.0% | -5.9% | +775.9% | +731.7% |
| 5Y | +549.0% | +4.8% | +544.2% | +489.5% |
| All | +642.9% | +18.0% | +624.8% | +349.8% |
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