+1,406.5%
WDC vs SN
+476.8%
+929.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.4% | +2.0% |
| 7D | +7.5% | -3.4% | +10.9% | +8.5% |
| 30D | +10.1% | -9.1% | +19.1% | +12.8% |
| 3M | -6.8% | +31.8% | -38.6% | -15.5% |
| 6M | +84.1% | +52.0% | +32.1% | +58.8% |
| YTD | +180.3% | +51.3% | +129.0% | +142.2% |
| 1Y | +411.1% | +46.9% | +364.2% | +342.9% |
| 3Y | +1,375.0% | +394.9% | +980.1% | +1,069.7% |
| All | +1,406.5% | +476.8% | +929.8% | +1,078.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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