+992.6%
WDC vs SM
+111.2%
+881.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.5% |
| 7D | +6.0% | -0.2% | +6.1% | +6.0% |
| 30D | +9.9% | +31.5% | -21.6% | +4.2% |
| 3M | -9.4% | +17.3% | -26.7% | -12.9% |
| 6M | +94.7% | +48.5% | +46.2% | +74.7% |
| YTD | +177.4% | +106.3% | +71.1% | +128.3% |
| 1Y | +412.6% | +47.3% | +365.3% | +354.5% |
| 3Y | +1,359.8% | -1.4% | +1,361.2% | +1,269.8% |
| 5Y | +992.6% | +114.0% | +878.5% | +741.5% |
| All | +992.6% | +111.2% | +881.3% | +741.5% |
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