+1,195.6%
WDC vs SMR
+7.6%
+1,188.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.4% | +1.5% |
| 7D | +7.5% | +13.1% | -5.6% | +5.4% |
| 30D | +10.1% | +17.8% | -7.7% | +7.0% |
| 3M | -6.8% | +8.1% | -14.9% | -8.3% |
| 6M | +84.1% | -11.1% | +95.2% | +84.2% |
| YTD | +180.3% | -23.7% | +204.0% | +184.6% |
| 1Y | +411.1% | -69.4% | +480.5% | +461.8% |
| 3Y | +1,375.0% | +82.6% | +1,292.4% | +1,209.9% |
| All | +1,195.6% | +7.6% | +1,188.0% | +1,122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling