+1,138.2%
WDC vs SMR
+1.6%
+1,136.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.6% | +1.1% | -3.6% |
| 7D | +4.4% | +4.7% | -0.3% | +3.6% |
| 30D | +5.3% | +3.2% | +2.1% | +4.4% |
| 3M | -5.9% | +9.9% | -15.8% | -7.5% |
| 6M | +73.2% | -15.1% | +88.4% | +74.5% |
| YTD | +167.8% | -27.9% | +195.8% | +174.3% |
| 1Y | +386.0% | -70.2% | +456.2% | +437.0% |
| 3Y | +1,309.7% | +72.5% | +1,237.2% | +1,162.4% |
| All | +1,138.2% | +1.6% | +1,136.6% | +1,078.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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