+528.7%
WDC vs SM
-11.5%
+540.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -28.0% | -25.9% | -2.0% | -23.8% |
| 30D | -34.9% | -15.1% | -19.8% | -33.1% |
| 3M | -41.6% | +4.9% | -46.4% | -42.7% |
| 6M | -45.4% | +6.1% | -51.5% | -47.2% |
| YTD | +53.3% | +63.4% | -10.2% | +30.0% |
| 1Y | +61.5% | +72.5% | -10.9% | +34.4% |
| 3Y | +712.3% | -16.9% | +729.2% | +680.6% |
| All | +528.7% | -11.5% | +540.2% | +480.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling