+694.2%
WDC vs SMR
-53.6%
+747.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.3% | -1.7% | -4.5% |
| 7D | +12.1% | -8.3% | +20.3% | +13.6% |
| 30D | -18.8% | -20.1% | +1.3% | -16.0% |
| 3M | -39.3% | -52.7% | +13.4% | -32.9% |
| 6M | -40.1% | -61.0% | +20.9% | -32.3% |
| YTD | +71.8% | -67.1% | +138.9% | +96.4% |
| 1Y | +88.5% | -79.9% | +168.3% | +126.1% |
| 3Y | +770.0% | +101.7% | +668.3% | +687.2% |
| All | +694.2% | -53.6% | +747.9% | +743.5% |
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